Redwood Empire Bancorp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9508 | 6.47 | |
| 0.1414 | 4.47 | |
| 0.2757 | 2.27 | |
| -0.0455 | -0.13 | |
| 0.3608 | 0.69 | |
| -0.9714 | -2.88 | |
| 1.3246 | 3.43 | |
| -0.9241 | -2.36 | |
| 0.1439 | 0.44 | |
| -0.1551 | -0.43 | |
| 1.1072 | 3.21 | |
| -2.7230 | -6.53 |
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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