Valley Bancorp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9875 | 6.07 | |
| 0.2730 | 3.77 | |
| 0.5067 | 14.04 | |
| -0.0473 | -0.36 |
Estimation Period:
Sep 21, 2004 to Oct 16, 2006
Sep 21, 2004 to Oct 16, 2006
News Impact Curve
Volatility Forecasts
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