Pacific Northwest Bancorp MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0697 | 16.20 | |
| 0.8614 | 120.83 | |
| 0.1369 | 11.86 | |
| 7.6961 | 8.52 | |
| 0.0000 | 0.01 | |
| 0.9720 | 172.25 |
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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