Bear Stearns AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1131 | 11.68 | |
| 0.1416 | 20.30 | |
| 0.8420 | 184.94 | |
| 0.6455 | 17.17 |
Estimation Period:
Jan 2, 1990 to Aug 25, 2011
Jan 2, 1990 to Aug 25, 2011
News Impact Curve
Volatility Forecasts
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