State Bancorp Inc/NY GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1492 | 16.41 | |
| 0.1272 | 20.32 | |
| 0.8494 | 227.23 | |
| 0.0287 | 2.55 |
Estimation Period:
Jul 20, 1992 to Dec 30, 2011
Jul 20, 1992 to Dec 30, 2011
News Impact Curve
Volatility Forecasts
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