Pacific Mercantile Bancorp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5817 | 3.93 | |
| 0.1357 | 7.62 | |
| 0.7616 | 22.59 | |
| 0.2538 | 2.40 | |
| -0.3020 | -2.04 | |
| 0.2602 | 2.96 | |
| -0.5009 | -5.85 | |
| 0.3579 | 3.69 | |
| 0.0876 | 0.98 | |
| -0.3952 | -2.22 | |
| 0.6172 | 1.81 |
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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