IBT Bancorp Inc/PA GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2039 | 8.10 | |
| 0.3750 | 9.21 | |
| 0.7152 | 53.07 | |
| -0.1804 | -4.02 |
Estimation Period:
Jun 10, 1994 to Jun 6, 2008
Jun 10, 1994 to Jun 6, 2008
News Impact Curve
Volatility Forecasts
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