People's United Financial Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0229 | 8.24 | |
| 0.1134 | 8.49 | |
| 0.8296 | 46.09 | |
| -0.2997 | -5.91 | |
| 0.4376 | 5.30 | |
| -0.1838 | -2.55 | |
| 0.0244 | 0.31 | |
| 0.0988 | 1.17 | |
| -0.1314 | -1.48 | |
| 0.0400 | 0.50 | |
| 0.0544 | 0.93 | |
| 0.0137 | 0.24 | |
| -0.1167 | -2.30 |
Estimation Period:
Jan 2, 1990 to Apr 1, 2022
Jan 2, 1990 to Apr 1, 2022
News Impact Curve
Volatility Forecasts
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