North Valley Bancorp AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2275 | 5.34 | |
| 0.1416 | 23.95 | |
| 0.8245 | 130.57 | |
| 0.6183 | 9.81 |
Estimation Period:
Apr 7, 1994 to Oct 3, 2014
Apr 7, 1994 to Oct 3, 2014
News Impact Curve
Volatility Forecasts
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