Valley Bancorp AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0077 | 15.68 | |
| 0.4904 | 17.87 | |
| 0.3613 | 25.60 | |
| 0.4593 | 2.98 |
Estimation Period:
Sep 21, 2004 to Oct 16, 2006
Sep 21, 2004 to Oct 16, 2006
News Impact Curve
Volatility Forecasts
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