Pacific Mercantile Bancorp GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1352 | 8.50 | |
| 0.0923 | 27.53 | |
| 0.8928 | 217.60 |
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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