North Fork Bancorporation Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7512 | 8.10 | |
| 0.0995 | 5.17 | |
| 0.7758 | 20.23 | |
| -0.4242 | -5.16 | |
| 0.5202 | 4.17 | |
| 0.0336 | 0.44 | |
| -0.3114 | -4.95 | |
| 0.2986 | 3.71 | |
| -0.1416 | -1.74 |
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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