Two River Bancorp EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0865 | 5.68 | |
| 0.2751 | 30.43 | |
| 0.9759 | 228.70 | |
| -0.1967 | -7.78 |
Estimation Period:
Apr 5, 2006 to Dec 31, 2019
Apr 5, 2006 to Dec 31, 2019
News Impact Curve
Volatility Forecasts
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