Astoria Financial Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0505 | 14.81 | |
| 0.0376 | 17.12 | |
| 0.9240 | 409.19 | |
| 0.0512 | 9.29 |
Estimation Period:
Nov 18, 1993 to Sep 29, 2017
Nov 18, 1993 to Sep 29, 2017
News Impact Curve
Volatility Forecasts
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