IPSWICH Bancshares Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3942 | 3.67 | |
| 0.1573 | 5.51 | |
| 0.7210 | 13.92 | |
| -0.5952 | -1.02 | |
| 1.3598 | 1.68 | |
| -1.1462 | -1.91 | |
| -0.0743 | -0.10 | |
| 1.5680 | 1.47 | |
| -1.7019 | -1.53 |
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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