PennFed Financial Services Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0727 | 7.32 | |
| 0.1869 | 5.79 | |
| 0.6704 | 13.53 | |
| 0.1405 | 1.61 | |
| -0.1823 | -1.36 | |
| -0.0663 | -0.69 | |
| 0.3610 | 3.64 | |
| -0.7173 | -5.62 |
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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