Independence Community Bank Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8741 | 4.96 | |
| 0.1420 | 4.16 | |
| 0.7072 | 10.17 | |
| -1.1268 | -0.76 | |
| 1.8551 | 0.81 | |
| -1.5495 | -1.05 | |
| 1.2035 | 0.94 | |
| -0.1513 | -0.12 | |
| -1.4066 | -0.99 | |
| 3.0662 | 2.07 | |
| -4.2836 | -2.89 | |
| 6.5651 | 2.47 | |
| -17.6108 | -2.90 |
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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