PHSB Financial Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5474 | 2.50 | |
| 0.2352 | 4.61 | |
| 0.6335 | 4.41 | |
| -17.5607 | -1.07 | |
| 26.2406 | 1.04 | |
| -21.7326 | -1.01 | |
| 33.6599 | 1.51 | |
| -36.5843 | -1.94 | |
| 34.1462 | 1.76 | |
| -58.9604 | -2.81 | |
| 66.7033 | 5.03 |
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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