Indiana Community Bancorp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0987 | 7.00 | |
| 0.0889 | 7.25 | |
| 0.8708 | 44.70 | |
| -0.0596 | -1.83 | |
| 0.1015 | 2.06 | |
| -0.1182 | -2.92 | |
| 0.2151 | 4.37 | |
| -0.2145 | -4.40 |
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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