Interchange Financial Services Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8846 | 3.72 | |
| 0.1834 | 5.44 | |
| 0.7189 | 23.57 | |
| 0.0413 | 0.18 | |
| -0.0778 | -0.23 | |
| 0.4236 | 2.09 | |
| -0.7867 | -4.05 | |
| 0.4690 | 2.05 | |
| 0.0499 | 0.21 | |
| -0.1682 | -0.64 | |
| -1.1852 | -3.14 |
Estimation Period:
Jan 1, 1990 to Dec 29, 2006
Jan 1, 1990 to Dec 29, 2006
News Impact Curve
Volatility Forecasts
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