Umpqua Holdings Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8514 | 4.88 | |
| 0.0833 | 7.27 | |
| 0.8912 | 61.65 | |
| 0.0414 | 4.67 | |
| -0.0503 | -3.70 | |
| 0.0256 | 1.94 |
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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