CommunityOne Bancorp AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0887 | 11.58 | |
| 0.1234 | 46.34 | |
| 0.8820 | 353.35 | |
| 0.1475 | 2.11 |
Estimation Period:
Jun 14, 1994 to Oct 21, 2016
Jun 14, 1994 to Oct 21, 2016
News Impact Curve
Volatility Forecasts
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