Pacific Northwest Bancorp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0872 | 2.88 | |
| 0.2280 | 3.51 | |
| 0.7316 | 19.95 | |
| -0.0731 | -1.76 | |
| 0.2201 | 3.58 | |
| -0.4672 | -7.59 |
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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