CU Bancorp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2509 | 2.87 | |
| 0.2096 | 5.75 | |
| 0.5498 | 8.71 | |
| -1.3615 | -1.14 | |
| 2.5385 | 1.50 | |
| -2.5825 | -2.33 | |
| 1.6778 | 1.62 | |
| 0.8172 | 0.89 | |
| -2.1531 | -2.56 | |
| 1.8630 | 2.16 | |
| -0.7000 | -0.77 | |
| -0.7729 | -0.84 | |
| 0.5793 | 0.44 |
Estimation Period:
Jun 6, 2005 to Oct 20, 2017
Jun 6, 2005 to Oct 20, 2017
News Impact Curve
Volatility Forecasts
Other CU Bancorp Analyses
Other Spline-GARCH Analyses on Equities