PrivateBancorp Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8725 | 4.10 | |
| 0.1611 | 7.86 | |
| 0.7385 | 28.77 | |
| -0.2476 | -0.85 | |
| 0.3967 | 0.93 | |
| -0.4246 | -1.61 | |
| 0.6546 | 3.16 | |
| -0.3260 | -1.36 | |
| -0.5066 | -1.94 | |
| 0.6419 | 2.72 | |
| -0.1811 | -0.88 | |
| -0.0849 | -0.43 | |
| 0.1862 | 1.27 |
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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