Foothill Independent Bancorp MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0482 | 11.48 | |
| 0.8481 | 97.67 | |
| 0.0889 | 11.09 | |
| 0.0000 | 0.00 | |
| 0.0119 | 4.95 | |
| 0.9873 | 386.73 |
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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