PHSB Financial Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0087 | 1.50 | |
| 0.3029 | 4.24 | |
| 0.6533 | 7.05 | |
| -2.1322 | -0.95 | |
| 5.3981 | 1.53 | |
| -14.6986 | -4.06 |
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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