Pacific Capital Bancorp EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0581 | 11.03 | |
| 0.2440 | 40.03 | |
| 0.9828 | 624.03 | |
| -0.0334 | -6.88 |
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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