Pacific Mercantile Bancorp AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1677 | 7.44 | |
| 0.1123 | 34.31 | |
| 0.8652 | 200.38 | |
| 0.4877 | 7.04 |
Estimation Period:
Jan 26, 2000 to Oct 15, 2021
Jan 26, 2000 to Oct 15, 2021
News Impact Curve
Volatility Forecasts
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