Sun Bancorp Inc/NJ GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0112 | 2.55 | |
| 0.0141 | 10.10 | |
| 0.9690 | 538.04 | |
| 0.0334 | 8.91 |
Estimation Period:
Aug 29, 1996 to Jan 26, 2018
Aug 29, 1996 to Jan 26, 2018
News Impact Curve
Volatility Forecasts
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