Trust Co of New Jersey/The MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1144 | 9.89 | |
| 0.4408 | 15.02 | |
| 0.1124 | 7.50 | |
| 0.1927 | 1.16 | |
| 0.0636 | 1.39 | |
| 0.8985 | 12.57 |
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 MF2-GARCH Analyses on Equities