Indiana Community Bancorp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0714 | 7.72 | |
| 0.0897 | 6.81 | |
| 0.8605 | 39.76 | |
| -0.0627 | -2.10 | |
| 0.1084 | 2.39 | |
| -0.1304 | -3.50 | |
| 0.2496 | 5.79 | |
| -0.3121 | -3.14 |
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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