Vista Bancorp Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0753 | 5.83 | |
| 0.0608 | 9.60 | |
| 0.9170 | 181.66 | |
| 0.0335 | 2.66 |
Estimation Period:
May 26, 1993 to Aug 21, 2002
May 26, 1993 to Aug 21, 2002
News Impact Curve
Volatility Forecasts
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