Greater Bay Bancorp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4798 | 7.92 | |
| 0.1528 | 5.48 | |
| 0.7358 | 18.60 | |
| 0.1316 | 3.72 | |
| -0.2442 | -4.39 | |
| 0.1834 | 3.16 |
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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