American River Bankshares Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8420 | 2.72 | |
| 0.1176 | 7.23 | |
| 0.8528 | 39.60 | |
| -0.0397 | -0.67 | |
| 0.1434 | 1.85 | |
| -0.2024 | -4.82 | |
| 0.1567 | 3.46 | |
| -0.0120 | -0.16 |
Estimation Period:
Jan 4, 1999 to Aug 6, 2021
Jan 4, 1999 to Aug 6, 2021
News Impact Curve
Volatility Forecasts
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