Bear Stearns GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1623 | 22.46 | |
| 0.1564 | 19.64 | |
| 0.8312 | 175.07 |
Estimation Period:
Jan 2, 1990 to Aug 25, 2011
Jan 2, 1990 to Aug 25, 2011
News Impact Curve
Volatility Forecasts
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