Independence Community Bank Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0216 | 12.73 | |
| 0.0269 | 9.34 | |
| 0.9165 | 357.04 | |
| 0.1132 | 9.62 |
Estimation Period:
Mar 16, 1998 to May 31, 2006
Mar 16, 1998 to May 31, 2006
News Impact Curve
Volatility Forecasts
Other Independence Community Bank Corp Analyses
Other GJR-GARCH Analyses on Equities