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{type} for {date}

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	param	t-stat
$ω$	1.3788	2.25
$α$	0.1724	5.04
$β$	0.8265	23.81
$γ_{1}$	0.2812	0.21
$γ_{2}$	-0.5472	-0.35
$γ_{3}$	0.1659	0.27
$γ_{4}$	0.2464	0.42
$γ_{5}$	-0.2124	-0.44
$γ_{6}$	0.0360	0.09
$γ_{7}$	0.2151	0.42
$γ_{8}$	-2.4728	-1.44
$γ_{9}$	7.6862	1.53
$γ_{10}$	-12.6097	-1.75

V-Lab

Pacific Capital Bancorp Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Pacific Capital Bancorp Analyses