CU Bancorp GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1193 | 15.03 | |
| 0.1680 | 21.47 | |
| 0.8215 | 123.70 |
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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