Pacific Mercantile Bancorp EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0772 | 11.15 | |
| 0.2143 | 38.67 | |
| 0.9683 | 305.35 | |
| -0.0304 | -4.55 |
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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