Peoples Federal Bancshares Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5059 | 1.70 | |
| 0.0702 | 2.17 | |
| 0.7747 | 7.04 | |
| -4.9447 | -0.93 | |
| 7.2398 | 1.03 | |
| -4.2388 | -1.51 | |
| 3.9763 | 1.64 | |
| -6.0355 | -2.58 | |
| 10.2027 | 3.46 | |
| -13.0446 | -1.81 |
Estimation Period:
Jul 6, 2010 to Feb 20, 2015
Jul 6, 2010 to Feb 20, 2015
News Impact Curve
Volatility Forecasts
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