Partners Trust Financial Group Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8181 | 4.23 | |
| 0.0694 | 1.82 | |
| 0.3154 | 1.69 | |
| -0.4921 | -0.29 | |
| 2.0604 | 0.79 | |
| -4.7194 | -2.05 | |
| 5.6111 | 2.60 | |
| -3.4790 | -2.36 | |
| 1.3479 | 1.15 | |
| 0.2732 | 0.19 | |
| -1.1784 | -0.73 |
Estimation Period:
Apr 2, 2002 to Nov 30, 2007
Apr 2, 2002 to Nov 30, 2007
News Impact Curve
Volatility Forecasts
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