First Midwest Bancorp Inc/IL Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0565 | 4.92 | |
| 0.0916 | 8.29 | |
| 0.8723 | 62.36 | |
| -0.0836 | -1.78 | |
| 0.1843 | 2.67 | |
| -0.1638 | -3.10 | |
| 0.0570 | 1.09 | |
| 0.1400 | 2.71 | |
| -0.3239 | -5.52 | |
| 0.2776 | 4.54 | |
| -0.0778 | -1.40 | |
| -0.0234 | -0.60 |
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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