Spirit of Texas Bancshares, Inc. MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0702 | 3.43 | |
| 0.8679 | 32.06 | |
| 0.1238 | 5.76 | |
| 7.5144 | 3.77 | |
| 0.0001 | 0.03 | |
| 0.9986 | 225.83 |
Estimation Period:
May 4, 2018 to Apr 8, 2022
May 4, 2018 to Apr 8, 2022
News Impact Curve
Volatility Forecasts
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