Golden State Bancorp Inc AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1021 | 9.41 | |
| 0.0855 | 24.88 | |
| 0.9095 | 312.99 | |
| 0.4376 | 5.94 |
Estimation Period:
Jan 1, 1990 to Nov 6, 2002
Jan 1, 1990 to Nov 6, 2002
News Impact Curve
Volatility Forecasts
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