Haven Bancorp Inc/NY GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2355 | 9.02 | |
| 0.0659 | 7.70 | |
| 0.8774 | 99.26 | |
| 0.0255 | 1.10 |
Estimation Period:
Sep 22, 1993 to Nov 30, 2000
Sep 22, 1993 to Nov 30, 2000
News Impact Curve
Volatility Forecasts
Other Haven Bancorp Inc/NY Analyses
Other GJR-GARCH Analyses on Equities