Patriot Bank Corp MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0544 | 8.83 | |
| 0.8875 | 250.08 | |
| 0.1157 | 12.40 | |
| 10.0000 | 6.60 | |
| 0.0000 | 0.00 | |
| 0.9788 | 248.80 |
Estimation Period:
Dec 1, 1995 to Jun 9, 2004
Dec 1, 1995 to Jun 9, 2004
News Impact Curve
Volatility Forecasts
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