Redwood Empire Bancorp GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8892 | 13.71 | |
| 0.1187 | 16.55 | |
| 0.6791 | 41.16 |
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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