Greater Bay Bancorp APARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0793 | 13.87 | |
| 0.1264 | 32.95 | |
| 0.8736 | 220.90 | |
| 0.1674 | 7.53 | |
| 1.1958 | 23.12 |
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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