PacWest Bancorp AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0428 | 6.26 | |
| 0.0813 | 31.76 | |
| 0.9103 | 330.19 | |
| 0.6123 | 8.69 |
Estimation Period:
Jun 5, 2000 to Nov 24, 2023
Jun 5, 2000 to Nov 24, 2023
News Impact Curve
Volatility Forecasts
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