Virginia Comm Bancorp Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0149 | 3.68 | |
| 0.0124 | 6.36 | |
| 0.9688 | 414.72 | |
| 0.0376 | 10.14 |
Estimation Period:
May 12, 1994 to Jan 31, 2014
May 12, 1994 to Jan 31, 2014
News Impact Curve
Volatility Forecasts
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