Greenpoint Financial Corp MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0385 | 9.04 | |
| 0.8628 | 99.08 | |
| 0.0735 | 12.82 | |
| 0.0081 | 1.41 | |
| 0.0068 | 2.17 | |
| 0.9912 | 225.18 |
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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