Golden State Bancorp Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6031 | 6.77 | |
| 0.1340 | 5.86 | |
| 0.7001 | 16.43 | |
| -0.1557 | -1.12 | |
| -0.2599 | -1.08 | |
| 0.7927 | 3.75 | |
| -0.4092 | -2.38 | |
| -0.0845 | -0.70 | |
| 0.1955 | 2.56 |
Estimation Period:
Jan 1, 1990 to Nov 6, 2002
Jan 1, 1990 to Nov 6, 2002
News Impact Curve
Volatility Forecasts
Other Golden State Bancorp Inc Analyses
Other Zero Slope Spline-GARCH Analyses on Equities