Opus Bank AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0504 | 2.43 | |
| 0.1546 | 14.47 | |
| 0.8373 | 91.13 | |
| 0.9118 | 13.20 |
Estimation Period:
Apr 16, 2014 to May 29, 2020
Apr 16, 2014 to May 29, 2020
News Impact Curve
Volatility Forecasts
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