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	param	t-stat
$ω$	0.8856	4.46
$α$	0.1117	7.67
$β$	0.8248	36.05
$γ_{1}$	0.0169	0.15
$γ_{2}$	-0.1586	-0.98
$γ_{3}$	0.1971	1.64
$γ_{4}$	0.1628	1.67
$γ_{5}$	-0.5381	-5.89
$γ_{6}$	0.5030	5.25
$γ_{7}$	-0.2704	-3.04
$γ_{8}$	0.2208	2.12
$γ_{9}$	-0.2802	-2.22
$γ_{10}$	0.3723	2.52

V-Lab

American National Bankshares Inc Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other American National Bankshares Inc Analyses