Bay State Bancorp Inc MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.3807 | 20.52 | |
| 0.1229 | 4.57 | |
| -0.1612 | -5.41 | |
| 0.3255 | 1.11 | |
| 0.8226 | 5.56 | |
| 0.0000 | 0.00 |
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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