Redwood Empire Bancorp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0666 | 9.21 | |
| 0.1654 | 4.80 | |
| 0.3738 | 3.57 | |
| 0.2929 | 2.42 | |
| -0.5806 | -3.04 | |
| 0.6095 | 3.95 | |
| -0.6548 | -3.72 | |
| 0.4702 | 2.88 | |
| -0.1179 | -1.18 |
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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