FNCB Bancorp, Inc. EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0546 | 10.77 | |
| 0.1435 | 11.07 | |
| 0.9873 | 736.82 | |
| -0.0152 | -1.26 |
Estimation Period:
Sep 24, 1996 to Jun 28, 2024
Sep 24, 1996 to Jun 28, 2024
News Impact Curve
Volatility Forecasts
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