Rome Bancorp Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0250 | 13.07 | |
| 0.1164 | 13.12 | |
| 0.8655 | 235.05 | |
| 0.0363 | 2.20 |
Estimation Period:
Oct 5, 1999 to Mar 31, 2011
Oct 5, 1999 to Mar 31, 2011
News Impact Curve
Volatility Forecasts
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