Greater Bay Bancorp EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0651 | 15.87 | |
| 0.2415 | 35.10 | |
| 0.9660 | 470.51 | |
| -0.0429 | -5.64 |
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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