Pacific Mercantile Bancorp GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 11.0602 | 3.48 | |
| 0.1156 | 41.10 | |
| 0.9847 | 231.53 | |
| 3.4602 | 21.94 |
Estimation Period:
Jan 26, 2000 to Oct 15, 2021
Jan 26, 2000 to Oct 15, 2021
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