Pacific Capital Bancorp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1239 | 9.52 | |
| 0.1254 | 17.43 | |
| 0.8551 | 180.06 | |
| 0.0391 | 2.59 |
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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