IBERIABANK Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6310 | 3.26 | |
| 0.0896 | 7.27 | |
| 0.8597 | 47.99 | |
| -0.0458 | -0.42 | |
| -0.0617 | -0.40 | |
| 0.2186 | 2.37 | |
| -0.1035 | -1.27 | |
| -0.1078 | -1.06 | |
| 0.1792 | 1.48 | |
| -0.1060 | -1.05 | |
| 0.0333 | 0.62 |
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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