Pacific Capital Bancorp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4780 | 2.38 | |
| 0.1894 | 7.91 | |
| 0.8103 | 31.72 | |
| -0.0815 | -0.03 | |
| -0.1797 | -0.06 | |
| 0.1704 | 0.28 | |
| 0.2361 | 0.42 | |
| -0.2090 | -0.44 | |
| 0.0168 | 0.05 | |
| 0.2832 | 0.83 | |
| 0.0360 | 0.08 | |
| -1.7215 | -3.49 | |
| 2.4398 | 6.46 |
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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