Pacific Union Bank AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0573 | 13.25 | |
| 0.3019 | 14.47 | |
| 0.6077 | 32.47 | |
| 0.1897 | 1.74 |
Estimation Period:
Jul 28, 2000 to Apr 30, 2004
Jul 28, 2000 to Apr 30, 2004
News Impact Curve
Volatility Forecasts
Other Pacific Union Bank Analyses
Other AGARCH Analyses on Equities