First Indiana Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8403 | 5.99 | |
| 0.0892 | 6.84 | |
| 0.8338 | 30.60 | |
| -0.7661 | -3.63 | |
| 1.0927 | 3.46 | |
| -0.6625 | -3.04 | |
| 0.8023 | 4.33 | |
| -0.6501 | -3.46 | |
| 0.0274 | 0.12 | |
| 0.3921 | 1.57 | |
| -0.6360 | -2.50 | |
| 0.9320 | 2.37 | |
| -0.7724 | -1.83 |
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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