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	param	t-stat
$ω$	1.8879	5.02
$α$	0.1287	6.73
$β$	0.8416	41.29
$γ_{1}$	0.0291	2.46
$γ_{2}$	-0.0449	-2.65
$γ_{3}$	0.0448	3.19

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Penns Woods Bancorp Inc Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Penns Woods Bancorp Inc Analyses