Pacific Northwest Bancorp EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0754 | 8.88 | |
| 0.2525 | 22.02 | |
| 0.9688 | 290.77 | |
| -0.0886 | -8.67 |
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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