American National Bankshares Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8686 | 4.23 | |
| 0.1094 | 7.75 | |
| 0.8331 | 39.34 | |
| 0.0008 | 0.01 | |
| -0.1372 | -0.81 | |
| 0.1915 | 1.51 | |
| 0.1572 | 1.55 | |
| -0.5190 | -5.41 | |
| 0.4719 | 4.72 | |
| -0.2277 | -2.49 | |
| 0.1526 | 1.45 | |
| -0.1522 | -1.20 | |
| 0.0662 | 0.64 |
Estimation Period:
Aug 22, 1996 to Mar 28, 2024
Aug 22, 1996 to Mar 28, 2024
News Impact Curve
Volatility Forecasts
Other American National Bankshares Inc Analyses
Other Zero Slope Spline-GARCH Analyses on Equities