Pacific Capital Bancorp AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0021 | 0.63 | |
| 0.2476 | 27.70 | |
| 0.8322 | 269.74 | |
| -0.0782 | -1.07 |
Estimation Period:
Apr 4, 1994 to Nov 30, 2012
Apr 4, 1994 to Nov 30, 2012
News Impact Curve
Volatility Forecasts
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