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{type} for {date}

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	param	t-stat
$ω$	0.6379	5.27
$α$	0.1319	6.17
$β$	0.8011	21.99
$γ_{1}$	-0.6052	-2.04
$γ_{2}$	0.6273	1.33
$γ_{3}$	0.2400	0.67
$γ_{4}$	-0.1327	-0.35
$γ_{5}$	-1.0373	-3.23
$γ_{6}$	2.1443	6.89
$γ_{7}$	-2.2572	-5.95
$γ_{8}$	1.6330	3.97
$γ_{9}$	-0.8876	-2.46
$γ_{10}$	0.3576	1.54

V-Lab

Fauquier Bankshares Inc Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Fauquier Bankshares Inc Analyses