PacWest Bancorp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0452 | 5.92 | |
| 0.0341 | 12.17 | |
| 0.9325 | 337.60 | |
| 0.0574 | 5.50 |
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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