Roma Financial Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2113 | 11.08 | |
| 0.2522 | 6.55 | |
| 0.7396 | 55.42 | |
| 0.0158 | 0.31 |
Estimation Period:
Jul 11, 2006 to Dec 6, 2013
Jul 11, 2006 to Dec 6, 2013
News Impact Curve
Volatility Forecasts
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