Golden State Bancorp Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1085 | 9.98 | |
| 0.0485 | 13.89 | |
| 0.9169 | 358.32 | |
| 0.0613 | 7.39 |
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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