Pacific Union Bank Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8981 | 3.56 | |
| 0.2548 | 4.03 | |
| 0.4795 | 3.90 | |
| -2.0805 | -0.50 | |
| 5.1333 | 0.80 | |
| -2.0180 | -0.36 | |
| -7.6054 | -1.39 | |
| 13.2810 | 3.28 | |
| -14.2759 | -4.36 | |
| 12.1215 | 4.83 |
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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