Pacific Mercantile Bancorp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4824 | 3.56 | |
| 0.1308 | 7.84 | |
| 0.7701 | 23.65 | |
| 0.2304 | 1.35 | |
| -0.1960 | -0.80 | |
| 0.0257 | 0.14 | |
| 0.0631 | 0.32 | |
| -0.3935 | -2.34 | |
| 0.1865 | 1.02 | |
| 0.4972 | 1.74 | |
| -0.7794 | -1.98 | |
| 0.5750 | 1.84 | |
| -0.2708 | -2.05 |
Estimation Period:
Jan 26, 2000 to Oct 15, 2021
Jan 26, 2000 to Oct 15, 2021
News Impact Curve
Volatility Forecasts
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