PacWest Bancorp GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0442 | 12.81 | |
| 0.0676 | 23.41 | |
| 0.9281 | 270.51 |
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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