Greenpoint Financial Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1304 | 10.13 | |
| 0.0269 | 7.46 | |
| 0.9064 | 154.17 | |
| 0.0681 | 7.23 |
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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