Fauquier Bankshares Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0709 | 22.95 | |
| 0.2148 | 34.61 | |
| 0.9737 | 572.41 | |
| -0.0068 | -0.86 |
Estimation Period:
Mar 24, 1999 to Mar 26, 2021
Mar 24, 1999 to Mar 26, 2021
News Impact Curve
Volatility Forecasts
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