IBERIABANK Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6287 | 3.34 | |
| 0.0877 | 7.24 | |
| 0.8601 | 47.64 | |
| -0.0411 | -0.38 | |
| -0.0701 | -0.46 | |
| 0.2244 | 2.49 | |
| -0.1040 | -1.29 | |
| -0.1158 | -1.15 | |
| 0.1983 | 1.61 | |
| -0.1434 | -1.28 | |
| 0.1370 | 1.09 |
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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