Heritage Oaks Bancorp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0857 | 12.03 | |
| 0.0623 | 13.49 | |
| 0.9121 | 343.55 | |
| 0.0357 | 3.41 |
Estimation Period:
Oct 19, 1999 to Mar 31, 2017
Oct 19, 1999 to Mar 31, 2017
News Impact Curve
Volatility Forecasts
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