Bay State Bancorp Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1557 | 10.57 | |
| 0.2554 | 9.90 | |
| 0.6727 | 40.15 | |
| 0.1438 | 2.21 |
Estimation Period:
Mar 27, 1998 to May 30, 2003
Mar 27, 1998 to May 30, 2003
News Impact Curve
Volatility Forecasts
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