North Valley Bancorp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1266 | 5.40 | |
| 0.1765 | 6.93 | |
| 0.6589 | 15.19 | |
| 0.5375 | 2.23 | |
| -0.7576 | -2.12 | |
| 0.1236 | 0.53 | |
| 0.2220 | 1.01 | |
| -0.1204 | -0.55 | |
| 0.3575 | 1.76 | |
| -0.5320 | -2.00 | |
| -0.4882 | -1.49 | |
| 1.3099 | 3.33 | |
| -0.8209 | -2.00 |
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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