PCSB Financial Corporation Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4583 | 4.94 | |
| 0.1886 | 3.19 | |
| 0.5845 | 6.40 | |
| -1.1923 | -0.79 | |
| 2.0281 | 0.88 | |
| -3.4409 | -1.64 | |
| 7.3983 | 3.51 | |
| -8.9980 | -4.68 | |
| 4.9435 | 2.47 | |
| -0.5066 | -0.31 | |
| -0.0019 | -0.00 |
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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