IPSWICH Bancshares Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2107 | 9.55 | |
| 0.1504 | 7.55 | |
| 0.9180 | 79.30 | |
| -0.0423 | -2.21 |
Estimation Period:
May 25, 1993 to Jul 26, 2002
May 25, 1993 to Jul 26, 2002
News Impact Curve
Volatility Forecasts
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