Roslyn Bancorp Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7016 | 16.01 | |
| 0.2611 | 10.04 | |
| 0.4183 | 20.04 | |
| 0.0186 | 0.41 |
Estimation Period:
Jan 10, 1997 to Oct 31, 2003
Jan 10, 1997 to Oct 31, 2003
News Impact Curve
Volatility Forecasts
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