IBERIABANK Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0776 | 17.41 | |
| 0.0333 | 13.61 | |
| 0.9065 | 370.91 | |
| 0.0843 | 12.40 |
Estimation Period:
Apr 7, 1995 to Jun 26, 2020
Apr 7, 1995 to Jun 26, 2020
News Impact Curve
Volatility Forecasts
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