Susquehanna Bancshares Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0464 | 9.01 | |
| 0.0323 | 7.57 | |
| 0.9300 | 504.31 | |
| 0.0624 | 5.35 |
Estimation Period:
Jan 1, 1990 to Jul 31, 2015
Jan 1, 1990 to Jul 31, 2015
News Impact Curve
Volatility Forecasts
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