Taylor Capital Group Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0575 | 7.72 | |
| 0.0180 | 8.19 | |
| 0.9480 | 319.83 | |
| 0.0580 | 9.97 |
Estimation Period:
Oct 14, 2002 to Aug 15, 2014
Oct 14, 2002 to Aug 15, 2014
News Impact Curve
Volatility Forecasts
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