Pacific Northwest Bancorp AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1018 | 11.47 | |
| 0.1481 | 20.61 | |
| 0.8462 | 135.05 | |
| 0.4781 | 5.55 |
Estimation Period:
Jul 11, 1991 to Oct 31, 2003
Jul 11, 1991 to Oct 31, 2003
News Impact Curve
Volatility Forecasts
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