FFBW, Inc. Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6918 | 0.02 | |
| 0.2971 | 0.00 | |
| 0.7029 | 0.00 | |
| 20.7367 | 0.00 | |
| -33.7656 | -0.00 | |
| -16.1715 | -0.00 | |
| 73.4699 | 0.00 | |
| -82.7111 | -0.00 | |
| 42.0253 | 0.00 | |
| -38.0319 | -0.00 | |
| 113.2510 | 0.00 | |
| -121.1836 | -0.00 |
Estimation Period:
Oct 11, 2017 to Jan 17, 2020
Oct 11, 2017 to Jan 17, 2020
News Impact Curve
Volatility Forecasts
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