IPSWICH Bancshares Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7436 | 3.66 | |
| 0.1861 | 5.31 | |
| 0.6874 | 11.89 | |
| 1.5723 | 0.71 | |
| -3.2841 | -0.93 | |
| 3.9431 | 1.43 | |
| -3.2874 | -1.19 | |
| 1.6896 | 0.70 | |
| -2.6120 | -1.15 | |
| 4.4749 | 1.80 | |
| -5.6656 | -1.65 | |
| 10.3330 | 1.57 | |
| -25.3187 | -2.33 |
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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