Two River Bancorp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2097 | 4.47 | |
| 0.1305 | 6.07 | |
| 0.7206 | 13.25 | |
| 1.6047 | 4.58 | |
| -3.1332 | -6.78 | |
| 2.2343 | 8.22 | |
| -0.9336 | -3.07 | |
| 0.6140 | 1.75 | |
| -0.7596 | -1.73 | |
| 0.9933 | 1.36 | |
| -1.0372 | -1.34 |
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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