Pacific Premier Bancorp Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0365 | 5.84 | |
| 0.0188 | 12.31 | |
| 0.9479 | 660.09 | |
| 0.0638 | 14.18 |
Estimation Period:
Jun 25, 1997 to Aug 29, 2025
Jun 25, 1997 to Aug 29, 2025
News Impact Curve
Volatility Forecasts
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