Trust Co of New Jersey/The AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6672 | 24.86 | |
| 0.1542 | 29.63 | |
| 0.7203 | 95.35 | |
| 0.4104 | 5.14 |
Estimation Period:
Jan 1, 1990 to May 14, 2004
Jan 1, 1990 to May 14, 2004
News Impact Curve
Volatility Forecasts
Other Trust Co of New Jersey/The Analyses
Other AGARCH Analyses on Equities