Golden State Bancorp Inc MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0794 | 12.22 | |
| 0.7211 | 64.97 | |
| 0.1214 | 10.68 | |
| 0.0218 | 1.49 | |
| 0.0254 | 4.65 | |
| 0.9727 | 149.39 |
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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