North Fork Bancorporation Inc AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0399 | 6.69 | |
| 0.0815 | 34.35 | |
| 0.9084 | 295.90 | |
| 0.5701 | 8.96 |
Estimation Period:
Jan 1, 1990 to Nov 30, 2006
Jan 1, 1990 to Nov 30, 2006
News Impact Curve
Volatility Forecasts
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