PB Bancorp Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7758 | 0.53 | |
| 0.2941 | 4.16 | |
| 0.6949 | 19.12 | |
| -0.5636 | -0.42 | |
| 2.4841 | 1.32 | |
| -3.0461 | -2.28 | |
| 0.0878 | 0.07 | |
| 2.0867 | 1.77 | |
| -1.6290 | -2.00 | |
| 0.0653 | 0.04 | |
| 2.0004 | 0.71 | |
| -2.3346 | -0.90 | |
| -1.1213 | -0.50 |
Estimation Period:
Oct 5, 2004 to Apr 24, 2020
Oct 5, 2004 to Apr 24, 2020
News Impact Curve
Volatility Forecasts
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