Two River Bancorp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1154 | 7.25 | |
| 0.0001 | 0.05 | |
| 0.9122 | 266.97 | |
| 0.1754 | 13.00 |
Estimation Period:
Apr 5, 2006 to Dec 31, 2019
Apr 5, 2006 to Dec 31, 2019
News Impact Curve
Volatility Forecasts
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