First Indiana Corp MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0000 | 0.01 | |
| 0.9755 | 402.60 | |
| 0.0481 | 17.85 | |
| 8.2647 | 2.36 | |
| 0.0000 | 0.00 | |
| 0.7541 | 6.26 |
Estimation Period:
Jan 2, 1990 to Dec 31, 2007
Jan 2, 1990 to Dec 31, 2007
News Impact Curve
Volatility Forecasts
Other First Indiana Corp Analyses
Other MF2-GARCH Analyses on Equities