Umpqua Holdings Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4198 | 4.17 | |
| 0.0830 | 7.23 | |
| 0.8885 | 58.50 | |
| 0.0100 | 0.42 | |
| 0.0467 | 1.41 | |
| -0.1091 | -4.69 | |
| 0.0972 | 4.22 | |
| -0.0633 | -3.83 |
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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