Pacific Mercantile Bancorp MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 106 | ||
| 0.0752 | 13.97 | |
| 0.7830 | 110.33 | |
| 0.0891 | 12.68 | |
| 1.4782 | 1.51 | |
| 0.7542 | 1.85 | |
| 0.0000 | 0.00 |
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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