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Community First Bancshares, Inc. Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, January 20, 2021 at 10:17 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Community First Bancshares, Inc. S0GARCH
paramt-stat
ω0.73943.02
α0.18853.05
β0.65055.22
γ1-3.3143-0.27
γ25.40100.26
γ3-7.2425-0.54
γ419.74781.67
γ5-34.7321-2.58
γ630.44172.05
γ70.76780.05
γ8-18.4533-1.39
γ90.22340.02
γ1010.78201.83
Estimation Period:
Apr 28, 2017 to Jan 8, 2021
Impact of return on volatility tomorrow
Volatility Forecasts