North Fork Bancorporation Inc GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.7916 | 5.60 | |
| 0.0525 | 52.37 | |
| 0.9962 | 1,671.42 | |
| 5.1039 | 15.80 |
Estimation Period:
Jan 1, 1990 to Nov 30, 2006
Jan 1, 1990 to Nov 30, 2006
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