Pennrock Financial Services Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5895 | 9.84 | |
| 0.0585 | 2.77 | |
| 0.8695 | 25.77 | |
| 0.0436 | 2.41 |
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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