PennFed Financial Services Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9759 | 7.04 | |
| 0.1941 | 5.78 | |
| 0.6382 | 11.33 | |
| 0.0008 | 0.00 | |
| 0.0553 | 0.12 | |
| 0.1629 | 0.40 | |
| -0.7423 | -1.77 | |
| 0.9449 | 2.35 | |
| -0.8799 | -1.98 | |
| 1.2623 | 2.59 | |
| -1.5851 | -4.35 | |
| 1.0739 | 5.53 |
Estimation Period:
Jul 14, 1994 to Mar 30, 2007
Jul 14, 1994 to Mar 30, 2007
News Impact Curve
Volatility Forecasts
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