PacWest Bancorp EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0309 | 9.87 | |
| 0.1619 | 23.38 | |
| 0.9876 | 880.21 | |
| -0.0446 | -8.75 |
Estimation Period:
Jun 5, 2000 to Nov 24, 2023
Jun 5, 2000 to Nov 24, 2023
News Impact Curve
Volatility Forecasts
Other PacWest Bancorp Analyses
Other EGARCH Analyses on Equities