County Bancorp Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0087 | 2.07 | |
| 0.2294 | 4.61 | |
| 0.4750 | 5.35 | |
| 4.1414 | 1.20 | |
| -8.0235 | -1.63 | |
| 7.6249 | 2.66 | |
| -8.0614 | -3.45 | |
| 8.3522 | 3.38 | |
| -6.3952 | -2.30 | |
| 4.6321 | 1.94 | |
| -4.5928 | -1.94 | |
| 3.3721 | 1.15 | |
| -4.8748 | -0.90 |
Estimation Period:
Jan 19, 2015 to Dec 3, 2021
Jan 19, 2015 to Dec 3, 2021
News Impact Curve
Volatility Forecasts
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