Umpqua Holdings Corp EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0206 | 9.68 | |
| 0.1448 | 36.93 | |
| 0.9918 | 1,617.99 | |
| -0.0492 | -8.60 |
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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