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Village Bank and Trust Financial Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, April 1, 2025 at 02:16 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Village Bank and Trust Financial Corp S0GARCH
paramt-stat
ω0.31892.54
α0.17833.37
β0.773618.23
γ1-1.2918-2.36
γ22.06782.60
γ3-1.2614-2.65
γ40.47511.04
γ5-0.0864-0.17
γ60.04750.10
γ70.47541.34
γ8-0.5870-1.58
γ9-0.0082-0.02
γ100.28180.89
Estimation Period:
Apr 1, 1996 to Mar 28, 2025
Impact of return on volatility tomorrow
Volatility Forecasts