Pacific Union Bank GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0904 | 7.29 | |
| 0.0669 | 7.81 | |
| 0.8994 | 131.97 | |
| 0.0675 | 2.72 |
Estimation Period:
Jul 28, 2000 to Apr 30, 2004
Jul 28, 2000 to Apr 30, 2004
News Impact Curve
Volatility Forecasts
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