North Valley Bancorp GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2756 | 6.66 | |
| 0.1541 | 25.92 | |
| 0.8165 | 115.39 |
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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