PacWest Bancorp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9551 | 3.05 | |
| 0.1012 | 7.63 | |
| 0.8591 | 51.77 | |
| -0.0762 | -1.00 | |
| 0.2561 | 2.39 | |
| -0.3673 | -4.57 | |
| 0.2807 | 3.51 | |
| -0.1242 | -1.70 | |
| 0.1316 | 1.70 | |
| -0.1838 | -2.43 |
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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