Old Line Bancshares Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7401 | 4.18 | |
| 0.1993 | 7.23 | |
| 0.6305 | 13.06 | |
| 0.6792 | 2.34 | |
| -1.5002 | -3.59 | |
| 1.4305 | 3.96 | |
| -0.4649 | -1.44 | |
| -0.7551 | -2.55 | |
| 1.0391 | 2.74 | |
| -0.5857 | -1.57 | |
| 0.2315 | 0.86 | |
| -0.0064 | -0.03 | |
| -0.1191 | -0.53 |
Estimation Period:
Mar 24, 1997 to Nov 22, 2019
Mar 24, 1997 to Nov 22, 2019
News Impact Curve
Volatility Forecasts
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