Valley Bancorp GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9724 | 7.81 | |
| 0.2546 | 12.82 | |
| 0.5106 | 16.59 |
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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