Opus Bank EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0648 | 4.45 | |
| 0.1768 | 23.78 | |
| 0.9654 | 201.96 | |
| -0.1335 | -8.66 |
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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