Placer Sierra Bancshares GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0007 | 0.24 | |
| 0.0000 | 0.00 | |
| 0.9657 | 120.48 | |
| 0.0686 | 8.20 |
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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