Altabancorp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0207 | 4.27 | |
| 0.2441 | 5.16 | |
| 0.5951 | 9.55 | |
| 1.1341 | 0.53 | |
| -0.4284 | -0.12 | |
| -1.1448 | -0.41 | |
| -1.0162 | -0.44 | |
| 4.4644 | 2.29 | |
| -6.3283 | -3.34 | |
| 7.3628 | 3.76 | |
| -8.3863 | -4.75 | |
| 6.2431 | 4.41 |
Estimation Period:
Jun 11, 2015 to Sep 24, 2021
Jun 11, 2015 to Sep 24, 2021
News Impact Curve
Volatility Forecasts
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