West Coast Bancorp/OR GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0546 | 11.37 | |
| 0.0512 | 14.91 | |
| 0.9187 | 387.33 | |
| 0.0555 | 8.39 |
Estimation Period:
Aug 10, 1992 to Mar 28, 2013
Aug 10, 1992 to Mar 28, 2013
News Impact Curve
Volatility Forecasts
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