Allegiance Bancshares Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0416 | 6.15 | |
| 0.1599 | 16.70 | |
| 0.9759 | 403.45 | |
| -0.0673 | -6.57 |
Estimation Period:
Oct 8, 2015 to Sep 30, 2022
Oct 8, 2015 to Sep 30, 2022
News Impact Curve
Volatility Forecasts
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