Sterling Bancorp/DE GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0730 | 17.28 | |
| 0.0655 | 17.20 | |
| 0.8793 | 282.64 | |
| 0.0851 | 10.07 |
Estimation Period:
Jan 8, 1999 to Jan 28, 2022
Jan 8, 1999 to Jan 28, 2022
News Impact Curve
Volatility Forecasts
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