Pacific Union Bank Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8624 | 4.96 | |
| 0.2769 | 3.59 | |
| 0.4907 | 4.27 | |
| 0.2433 | 0.87 | |
| -1.5111 | -3.25 |
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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