PSB Bancorp Inc/PA Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3972 | 5.04 | |
| 0.2223 | 5.22 | |
| 0.6415 | 11.53 | |
| 0.2932 | 0.30 | |
| -0.8326 | -0.51 | |
| 1.2126 | 0.96 | |
| -0.9587 | -0.76 | |
| -0.3548 | -0.28 | |
| 1.8475 | 1.32 | |
| -2.1376 | -1.22 | |
| 2.9640 | 1.09 | |
| -10.8154 | -1.73 |
Estimation Period:
Oct 20, 1995 to Apr 3, 2007
Oct 20, 1995 to Apr 3, 2007
News Impact Curve
Volatility Forecasts
Other PSB Bancorp Inc/PA Analyses
Other Spline-GARCH Analyses on Equities