Pacific Northwest Bancorp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1075 | 14.60 | |
| 0.0722 | 10.63 | |
| 0.8624 | 119.66 | |
| 0.1308 | 10.80 |
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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