Independence Community Bank Corp EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0237 | 6.99 | |
| 0.1927 | 36.85 | |
| 0.9908 | 743.88 | |
| -0.0972 | -13.50 |
Estimation Period:
Mar 16, 1998 to May 31, 2006
Mar 16, 1998 to May 31, 2006
News Impact Curve
Volatility Forecasts
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