Heritage Oaks Bancorp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4364 | 3.94 | |
| 0.1254 | 7.02 | |
| 0.7942 | 27.39 | |
| -0.3993 | -3.74 | |
| 0.6759 | 4.84 | |
| -0.5955 | -8.12 | |
| 0.5278 | 7.28 | |
| -0.2545 | -4.68 |
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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