Spirit of Texas Bancshares, Inc. GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0602 | 3.96 | |
| 0.0438 | 5.08 | |
| 0.9037 | 101.88 | |
| 0.0967 | 5.85 |
Estimation Period:
May 4, 2018 to Apr 8, 2022
May 4, 2018 to Apr 8, 2022
News Impact Curve
Volatility Forecasts
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