IPSWICH Bancshares Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4059 | 5.12 | |
| 0.1236 | 11.68 | |
| 0.7364 | 38.16 | |
| 0.0429 | 1.29 |
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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