PCSB Financial Corporation GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0841 | 9.67 | |
| 0.0691 | 8.87 | |
| 0.8608 | 105.63 | |
| 0.0838 | 3.41 |
Estimation Period:
Apr 21, 2017 to Dec 30, 2022
Apr 21, 2017 to Dec 30, 2022
News Impact Curve
Volatility Forecasts
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