Valley Bancorp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2772 | 2.66 | |
| 0.0547 | 1.22 | |
| 0.3525 | 1.26 | |
| 8.4491 | 0.29 | |
| -38.6261 | -0.90 | |
| 61.0258 | 1.98 | |
| -44.0703 | -1.54 | |
| 5.1459 | 0.18 | |
| 34.6670 | 1.11 | |
| -65.1203 | -2.16 | |
| 111.2654 | 2.60 | |
| -205.8608 | -3.34 | |
| 292.3813 | 4.96 |
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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