Placer Sierra Bancshares Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0155 | 3.71 | |
| 0.0000 | 0.00 | |
| 0.9489 | 1.47 | |
| -1.1532 | -0.08 | |
| 6.8769 | 0.29 | |
| -13.6247 | -0.87 | |
| 15.8548 | 1.24 | |
| -23.3796 | -1.96 | |
| 33.4460 | 3.02 | |
| -31.3884 | -2.57 | |
| 34.2249 | 2.01 | |
| -69.4647 | -2.64 | |
| 101.1272 | 3.93 |
Estimation Period:
Aug 9, 2004 to Jun 1, 2007
Aug 9, 2004 to Jun 1, 2007
News Impact Curve
Volatility Forecasts
Other Placer Sierra Bancshares Analyses
Other Spline-GARCH Analyses on Equities