Greenpoint Financial Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8532 | 6.52 | |
| 0.0963 | 4.37 | |
| 0.7573 | 13.95 | |
| 0.0547 | 0.74 | |
| -0.0021 | -0.02 | |
| -0.1949 | -2.41 | |
| 0.2147 | 3.54 |
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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