Golden State Bancorp Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6678 | 6.75 | |
| 0.1319 | 5.83 | |
| 0.7139 | 17.50 | |
| 0.0952 | 0.44 | |
| -0.7108 | -1.99 | |
| 0.8941 | 3.66 | |
| -0.1066 | -0.53 | |
| -0.2644 | -1.21 | |
| -0.0286 | -0.14 | |
| 0.3320 | 1.30 |
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 Spline-GARCH Analyses on Equities