BostonFed Bancorp Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2874 | 9.11 | |
| 0.0717 | 10.55 | |
| 0.7415 | 42.48 | |
| 0.1703 | 4.25 |
Estimation Period:
Oct 23, 1995 to Jan 21, 2005
Oct 23, 1995 to Jan 21, 2005
News Impact Curve
Volatility Forecasts
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