Patriot Bank Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5950 | 4.34 | |
| 0.1284 | 4.63 | |
| 0.7328 | 12.07 | |
| 0.7572 | 1.03 | |
| -0.9378 | -0.91 | |
| 0.1675 | 0.24 | |
| -0.5386 | -0.66 | |
| 0.6458 | 0.71 | |
| -0.6908 | -0.81 | |
| 2.8459 | 2.83 | |
| -6.1612 | -3.63 |
Estimation Period:
Dec 1, 1995 to Jun 9, 2004
Dec 1, 1995 to Jun 9, 2004
News Impact Curve
Volatility Forecasts
Other Patriot Bank Corp Analyses
Other Spline-GARCH Analyses on Equities