North Valley Bancorp EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0717 | 2.30 | |
| 0.1551 | 13.42 | |
| 0.9696 | 96.30 | |
| -0.0803 | -3.45 |
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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