PacWest Bancorp GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.5924 | 5.01 | |
| 0.0889 | 44.59 | |
| 0.9904 | 514.51 | |
| 5.1942 | 13.15 |
Estimation Period:
Jun 5, 2000 to Nov 24, 2023
Jun 5, 2000 to Nov 24, 2023
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