Foothill Independent Bancorp AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0185 | 2.60 | |
| 0.0777 | 34.31 | |
| 0.9195 | 445.28 | |
| 0.7061 | 9.55 |
Estimation Period:
Jan 1, 1990 to May 9, 2006
Jan 1, 1990 to May 9, 2006
News Impact Curve
Volatility Forecasts
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