FNCB Bancorp, Inc. Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9000 | 4.89 | |
| 0.2923 | 8.40 | |
| 0.4695 | 10.15 | |
| 0.2250 | 1.55 | |
| -0.3164 | -1.33 | |
| 0.4024 | 2.71 | |
| -0.5647 | -5.33 | |
| 0.1409 | 1.11 | |
| 0.2633 | 1.98 | |
| -0.1382 | -1.12 | |
| -0.1476 | -1.13 | |
| 0.4835 | 2.68 |
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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