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	param	t-stat
$ω$	1.8948	4.78
$α$	0.2903	8.48
$β$	0.4903	11.11
$γ_{1}$	0.2076	1.40
$γ_{2}$	-0.2893	-1.19
$γ_{3}$	0.3835	2.52
$γ_{4}$	-0.5445	-5.02
$γ_{5}$	0.1165	0.90
$γ_{6}$	0.2994	2.21
$γ_{7}$	-0.2165	-1.78
$γ_{8}$	0.0384	0.34
$γ_{9}$	0.0321	0.37

V-Lab

FNCB Bancorp, Inc. Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other FNCB Bancorp, Inc. Analyses