Greenpoint Financial Corp EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0377 | 8.45 | |
| 0.1181 | 15.92 | |
| 0.9759 | 423.59 | |
| -0.0481 | -9.90 |
Estimation Period:
Jan 27, 1994 to Sep 30, 2004
Jan 27, 1994 to Sep 30, 2004
News Impact Curve
Volatility Forecasts
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