First Indiana Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8355 | 5.57 | |
| 0.0913 | 6.82 | |
| 0.8436 | 38.09 | |
| -0.8041 | -3.55 | |
| 1.1519 | 3.40 | |
| -0.6996 | -2.96 | |
| 0.8259 | 4.13 | |
| -0.6525 | -3.19 | |
| 0.0020 | 0.01 | |
| 0.4649 | 1.67 | |
| -0.8172 | -2.61 | |
| 1.3342 | 2.57 | |
| -1.6773 | -2.93 |
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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