Pacific Northwest Bancorp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5351 | 5.40 | |
| 0.1899 | 3.73 | |
| 0.7452 | 18.18 | |
| -0.1928 | -1.63 | |
| 0.2211 | 1.16 | |
| 0.2081 | 1.44 | |
| -0.5374 | -4.26 | |
| 0.4389 | 4.45 |
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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