PrivateBancorp Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8446 | 4.28 | |
| 0.1558 | 7.44 | |
| 0.7264 | 24.57 | |
| -0.2771 | -1.00 | |
| 0.4495 | 1.11 | |
| -0.4620 | -1.85 | |
| 0.6735 | 3.44 | |
| -0.3239 | -1.43 | |
| -0.5295 | -2.14 | |
| 0.6846 | 3.04 | |
| -0.2804 | -1.41 | |
| 0.2220 | 1.00 | |
| -0.6950 | -1.67 |
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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