Indiana Community Bancorp EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0129 | 2.86 | |
| 0.0638 | 12.02 | |
| 0.9967 | 773.22 | |
| -0.0375 | -13.09 |
Estimation Period:
Jan 1, 1990 to Sep 14, 2012
Jan 1, 1990 to Sep 14, 2012
News Impact Curve
Volatility Forecasts
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