CU Bancorp EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0958 | 16.36 | |
| 0.3007 | 26.02 | |
| 0.9517 | 287.09 | |
| 0.0398 | 3.82 |
Estimation Period:
Jun 6, 2005 to Oct 20, 2017
Jun 6, 2005 to Oct 20, 2017
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equities