Placer Sierra Bancshares Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9458 | 3.30 | |
| 0.0000 | 0.00 | |
| 0.9544 | 1.43 | |
| -4.4083 | -0.28 | |
| 10.9932 | 0.43 | |
| -14.5765 | -0.90 | |
| 15.6003 | 1.21 | |
| -22.2605 | -1.85 | |
| 31.1996 | 2.75 | |
| -27.0811 | -2.08 | |
| 25.3024 | 1.32 | |
| -48.6997 | -1.64 | |
| 54.9730 | 2.28 |
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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