Severn Bancorp Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0871 | 12.49 | |
| 0.0942 | 12.78 | |
| 0.8903 | 197.32 | |
| 0.0309 | 2.95 |
Estimation Period:
Jun 24, 2002 to Oct 29, 2021
Jun 24, 2002 to Oct 29, 2021
News Impact Curve
Volatility Forecasts
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