FleetBoston Financial Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1124 | 6.62 | |
| 0.0218 | 8.75 | |
| 0.9167 | 203.62 | |
| 0.0811 | 10.76 |
Estimation Period:
Jan 1, 1990 to Mar 31, 2004
Jan 1, 1990 to Mar 31, 2004
News Impact Curve
Volatility Forecasts
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