Heritage Oaks Bancorp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5775 | 5.18 | |
| 0.1227 | 6.43 | |
| 0.7599 | 20.32 | |
| 0.4039 | 1.06 | |
| -1.2017 | -2.05 | |
| 1.2326 | 2.90 | |
| 0.1055 | 0.24 | |
| -1.5171 | -3.64 | |
| 1.3384 | 3.18 | |
| -0.6401 | -1.46 | |
| 0.8685 | 2.15 | |
| -1.1153 | -3.19 | |
| 1.3963 | 2.41 |
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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