Pacific Mercantile Bancorp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1493 | 7.11 | |
| 0.0714 | 10.31 | |
| 0.8843 | 205.03 | |
| 0.0580 | 3.69 |
Estimation Period:
Jan 26, 2000 to Oct 15, 2021
Jan 26, 2000 to Oct 15, 2021
News Impact Curve
Volatility Forecasts
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