First Midwest Bancorp Inc/IL GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0335 | 12.04 | |
| 0.0316 | 13.67 | |
| 0.9334 | 469.52 | |
| 0.0564 | 9.65 |
Estimation Period:
Jan 2, 1990 to Feb 11, 2022
Jan 2, 1990 to Feb 11, 2022
News Impact Curve
Volatility Forecasts
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