Citizens First Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7480 | 2.86 | |
| 0.2879 | 4.59 | |
| 0.6010 | 11.43 | |
| -1.6349 | -1.46 | |
| 4.9933 | 2.90 | |
| -6.3287 | -4.50 | |
| 3.6772 | 3.93 | |
| -0.6188 | -0.89 | |
| -0.0743 | -0.08 | |
| 0.2236 | 0.22 | |
| 0.0202 | 0.02 | |
| -4.1581 | -2.05 |
Estimation Period:
Dec 20, 2000 to Aug 2, 2019
Dec 20, 2000 to Aug 2, 2019
News Impact Curve
Volatility Forecasts
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