Foothill Independent Bancorp EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0253 | 5.71 | |
| 0.1195 | 29.63 | |
| 0.9925 | 868.34 | |
| -0.0477 | -7.27 |
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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