North Valley Bancorp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1575 | 5.61 | |
| 0.1764 | 6.92 | |
| 0.6577 | 15.15 | |
| 0.5740 | 2.42 | |
| -0.8064 | -2.28 | |
| 0.1385 | 0.60 | |
| 0.2229 | 1.02 | |
| -0.1306 | -0.60 | |
| 0.3696 | 1.80 | |
| -0.5389 | -1.94 | |
| -0.4894 | -1.31 | |
| 1.3224 | 2.33 | |
| -0.8628 | -0.98 |
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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