State National Bancshars Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0005 | 1.73 | |
| 0.2410 | 6.20 | |
| 0.7672 | 69.33 | |
| -0.0164 | -0.28 |
Estimation Period:
Sep 28, 2005 to Dec 29, 2006
Sep 28, 2005 to Dec 29, 2006
News Impact Curve
Volatility Forecasts
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