Placer Sierra Bancshares AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5762 | 5.29 | |
| 0.0655 | 7.58 | |
| 0.7617 | 28.62 | |
| 0.1146 | 0.71 |
Estimation Period:
Aug 9, 2004 to Jun 1, 2007
Aug 9, 2004 to Jun 1, 2007
News Impact Curve
Volatility Forecasts
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