FNCB Bancorp, Inc. GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1909 | 13.25 | |
| 0.0894 | 16.44 | |
| 0.9051 | 173.81 |
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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