North Fork Bancorporation Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0240 | 7.09 | |
| 0.0182 | 11.56 | |
| 0.9578 | 417.33 | |
| 0.0415 | 8.35 |
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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