Umpqua Holdings Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0451 | 12.48 | |
| 0.0338 | 10.78 | |
| 0.9295 | 468.02 | |
| 0.0600 | 8.12 |
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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