Placer Sierra Bancshares GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3562 | 4.33 | |
| 0.0474 | 6.64 | |
| 0.8454 | 38.39 |
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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