PCSB Financial Corporation Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4549 | 5.01 | |
| 0.1877 | 3.18 | |
| 0.5767 | 6.12 | |
| -1.2378 | -0.83 | |
| 2.1004 | 0.92 | |
| -3.4805 | -1.68 | |
| 7.4484 | 3.59 | |
| -9.1346 | -4.82 | |
| 5.1974 | 2.66 | |
| -0.9058 | -0.38 | |
| 0.8409 | 0.14 |
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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