North Fork Bancorporation Inc GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0284 | 5.12 | |
| 0.0459 | 20.21 | |
| 0.9485 | 285.62 |
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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