PacWest Bancorp MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0313 | 7.58 | |
| 0.7797 | 74.72 | |
| 0.1433 | 21.61 | |
| 0.0311 | 1.92 | |
| 0.0724 | 3.50 | |
| 0.9246 | 38.63 |
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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