First Indiana Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0155 | 6.56 | |
| 0.0000 | 0.00 | |
| 0.9741 | 624.42 | |
| 0.0518 | 8.03 |
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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