CommunityOne Bancorp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7977 | 4.27 | |
| 0.1696 | 9.55 | |
| 0.7751 | 35.67 | |
| -0.0306 | -0.18 | |
| 0.0137 | 0.05 | |
| 0.0166 | 0.09 | |
| -0.0471 | -0.24 | |
| 0.1590 | 0.85 | |
| 0.1428 | 0.79 | |
| -0.8141 | -4.27 | |
| 0.7699 | 4.63 | |
| -0.1612 | -1.67 |
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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