PHSB Financial Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0300 | 12.68 | |
| 0.1919 | 6.36 | |
| 0.8122 | 109.98 | |
| -0.0083 | -0.17 |
Estimation Period:
Dec 20, 2001 to Feb 11, 2005
Dec 20, 2001 to Feb 11, 2005
News Impact Curve
Volatility Forecasts
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