Pennrock Financial Services Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7826 | 10.50 | |
| 0.0610 | 2.13 | |
| 0.8309 | 19.05 | |
| 0.0851 | 2.79 | |
| -0.0989 | -2.34 |
Estimation Period:
Apr 27, 1994 to Jun 30, 2005
Apr 27, 1994 to Jun 30, 2005
News Impact Curve
Volatility Forecasts
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