United Community Bancorp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3218 | 4.27 | |
| 0.1811 | 5.33 | |
| 0.7587 | 14.91 | |
| 2.5773 | 2.82 | |
| -5.2678 | -3.50 | |
| 3.7938 | 3.52 | |
| -2.3283 | -2.51 | |
| 2.9386 | 3.01 | |
| -3.2765 | -2.69 | |
| 3.5331 | 1.58 | |
| -4.4792 | -1.24 |
Estimation Period:
Mar 31, 2006 to Sep 14, 2018
Mar 31, 2006 to Sep 14, 2018
News Impact Curve
Volatility Forecasts
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