Union Community Bancorp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4811 | 20.81 | |
| 0.2735 | 8.24 | |
| 0.6026 | 61.55 | |
| 0.0250 | 0.47 |
Estimation Period:
Dec 25, 1997 to Mar 15, 2006
Dec 25, 1997 to Mar 15, 2006
News Impact Curve
Volatility Forecasts
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