FNCB Bancorp, Inc. GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1861 | 13.95 | |
| 0.0753 | 9.06 | |
| 0.9047 | 171.89 | |
| 0.0319 | 2.28 |
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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