PSB Bancorp Inc/PA AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1400 | 11.21 | |
| 0.1374 | 16.44 | |
| 0.8663 | 89.19 | |
| 0.3692 | 2.14 |
Estimation Period:
Oct 20, 1995 to Apr 3, 2007
Oct 20, 1995 to Apr 3, 2007
News Impact Curve
Volatility Forecasts
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