Trust Co of New Jersey/The GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3209 | 14.37 | |
| 0.0755 | 9.96 | |
| 0.8358 | 114.42 | |
| 0.0661 | 4.44 |
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 GJR-GARCH Analyses on Equities