Pacific Capital Bancorp GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1235 | 10.46 | |
| 0.1485 | 28.27 | |
| 0.8515 | 170.37 |
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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