CU Bancorp AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2198 | 20.99 | |
| 0.2418 | 30.35 | |
| 0.7349 | 139.53 | |
| -0.1886 | -3.54 |
Estimation Period:
Jun 6, 2005 to Oct 20, 2017
Jun 6, 2005 to Oct 20, 2017
News Impact Curve
Volatility Forecasts
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