Two River Bancorp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5135 | 5.47 | |
| 0.1319 | 6.05 | |
| 0.7323 | 9.47 | |
| 2.5421 | 7.27 | |
| -4.3480 | -8.56 | |
| 2.2691 | 5.40 | |
| -0.3842 | -0.92 | |
| -0.0758 | -0.21 | |
| 0.3056 | 0.71 | |
| -0.7445 | -1.30 | |
| 0.9544 | 1.11 | |
| 0.2479 | 0.22 |
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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