FNB Bancorp/CA Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6060 | 2.52 | |
| 0.2455 | 6.49 | |
| 0.6603 | 14.02 | |
| -0.9907 | -1.21 | |
| 1.3784 | 1.20 | |
| -0.3982 | -0.39 | |
| 0.0301 | 0.03 | |
| -0.4771 | -0.64 | |
| 0.4374 | 0.58 | |
| 0.7161 | 1.11 | |
| -1.0178 | -2.76 |
Estimation Period:
Jul 21, 1999 to Jul 6, 2018
Jul 21, 1999 to Jul 6, 2018
News Impact Curve
Volatility Forecasts
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