Redwood Empire Bancorp EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0308 | 9.45 | |
| 0.0851 | 14.47 | |
| 0.9848 | 478.31 | |
| -0.0006 | -0.09 |
Estimation Period:
Sep 25, 1991 to Feb 28, 2005
Sep 25, 1991 to Feb 28, 2005
News Impact Curve
Volatility Forecasts
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