Greater Bay Bancorp MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 111 | ||
| 0.0827 | 23.59 | |
| 0.8609 | 185.14 | |
| 0.0773 | 9.58 | |
| 2.3882 | 0.57 | |
| 0.0000 | 0.00 | |
| 0.6791 | 1.12 |
Estimation Period:
Apr 4, 1994 to Sep 28, 2007
Apr 4, 1994 to Sep 28, 2007
News Impact Curve
Volatility Forecasts
Other Greater Bay Bancorp Analyses
Other MF2-GARCH Analyses on Equities