United Community Bancorp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1980 | 8.63 | |
| 0.2833 | 18.91 | |
| 0.7552 | 48.42 | |
| -0.0771 | -2.25 |
Estimation Period:
Mar 31, 2006 to Sep 14, 2018
Mar 31, 2006 to Sep 14, 2018
News Impact Curve
Volatility Forecasts
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