Greater Bay Bancorp AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2109 | 20.31 | |
| 0.1647 | 36.84 | |
| 0.8065 | 207.92 | |
| 0.0457 | 0.94 |
Estimation Period:
Apr 4, 1994 to Sep 28, 2007
Apr 4, 1994 to Sep 28, 2007
News Impact Curve
Volatility Forecasts
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