First Indiana Corp EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0247 | 7.01 | |
| 0.1153 | 17.67 | |
| 0.9903 | 1,228.62 | |
| -0.0299 | -3.36 |
Estimation Period:
Jan 2, 1990 to Dec 31, 2007
Jan 2, 1990 to Dec 31, 2007
News Impact Curve
Volatility Forecasts
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