Valley Bancorp Asy. MEM Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0273 | 2.30 | |
| 0.0759 | 8.54 | |
| 0.9335 | 144.33 | |
| -0.0350 | -3.55 |
Estimation Period:
Sep 22, 2004 to Oct 16, 2006
Sep 22, 2004 to Oct 16, 2006
News Impact Curve
Volatility Forecasts
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