Opus Bank Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3542 | 3.23 | |
| 0.1603 | 2.89 | |
| 0.6308 | 6.44 | |
| -1.7108 | -0.84 | |
| 2.6891 | 0.87 | |
| -1.8916 | -0.99 | |
| 0.0461 | 0.03 | |
| 2.9757 | 2.01 | |
| -4.8617 | -2.91 | |
| 9.9061 | 3.98 |
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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