Partners Trust Financial Group Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6889 | 2.71 | |
| 0.2536 | 2.43 | |
| 0.0417 | 0.86 | |
| -3.4467 | -0.94 | |
| 6.1038 | 1.18 | |
| -4.1625 | -1.42 | |
| -0.8658 | -0.33 | |
| 5.9139 | 1.81 | |
| -5.6424 | -2.10 | |
| 3.3075 | 1.41 | |
| -2.5335 | -0.87 | |
| 6.3495 | 1.19 | |
| -26.1052 | -2.30 |
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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