PrivateBancorp Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0736 | 18.04 | |
| 0.2494 | 35.63 | |
| 0.9669 | 526.64 | |
| -0.0767 | -13.68 |
Estimation Period:
Jun 30, 1999 to Jun 16, 2017
Jun 30, 1999 to Jun 16, 2017
News Impact Curve
Volatility Forecasts
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