North Fork Bancorporation Inc MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 91 | ||
| 0.0227 | 7.97 | |
| 0.8544 | 115.14 | |
| 0.0986 | 16.72 | |
| 0.0194 | 1.60 | |
| 0.0307 | 2.56 | |
| 0.9638 | 69.85 |
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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