North Fork Bancorporation Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0157 | 6.05 | |
| 0.0883 | 23.94 | |
| 0.9938 | 1,304.25 | |
| -0.0343 | -8.14 |
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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