North Fork Bancorporation Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7514 | 8.12 | |
| 0.1010 | 5.12 | |
| 0.7721 | 19.32 | |
| -0.4231 | -5.17 | |
| 0.5165 | 4.16 | |
| 0.0422 | 0.56 | |
| -0.3319 | -5.56 | |
| 0.3447 | 5.09 | |
| -0.2538 | -3.32 |
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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