Sun Bancorp Inc/PA GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4417 | 16.27 | |
| 0.1092 | 11.53 | |
| 0.7668 | 83.96 | |
| 0.1240 | 5.33 |
Estimation Period:
Mar 31, 1993 to Sep 30, 2004
Mar 31, 1993 to Sep 30, 2004
News Impact Curve
Volatility Forecasts
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