Astoria Financial Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8457 | 5.19 | |
| 0.0761 | 7.45 | |
| 0.8885 | 55.87 | |
| 0.1085 | 1.79 | |
| -0.1738 | -1.94 | |
| 0.0259 | 0.41 | |
| 0.1864 | 2.89 | |
| -0.2999 | -4.03 | |
| 0.2027 | 2.56 | |
| 0.0227 | 0.23 |
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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