Umpqua Holdings Corp AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0454 | 7.38 | |
| 0.0847 | 42.04 | |
| 0.9032 | 516.99 | |
| 0.6336 | 12.59 |
Estimation Period:
Apr 11, 1997 to Feb 24, 2023
Apr 11, 1997 to Feb 24, 2023
News Impact Curve
Volatility Forecasts
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