PFS Bancorp Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8198 | 2.53 | |
| 0.2398 | 2.96 | |
| 0.5431 | 4.15 | |
| -0.7967 | -0.29 | |
| 0.4223 | 0.11 | |
| 3.9364 | 1.12 | |
| -14.9014 | -2.72 |
Estimation Period:
Oct 11, 2001 to Dec 14, 2005
Oct 11, 2001 to Dec 14, 2005
News Impact Curve
Volatility Forecasts
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