Golden State Bancorp Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0270 | 9.55 | |
| 0.1434 | 29.45 | |
| 0.9941 | 1,026.92 | |
| -0.0327 | -6.93 |
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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