Pacific Capital Bancorp MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.1382 | 18.18 | |
| 0.6575 | 55.43 | |
| 0.0015 | 0.09 | |
| 0.0000 | 0.00 | |
| 1.0000 | 16.12 | |
| 0.0000 | 0.00 |
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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