IBT Bancorp Inc/PA Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8757 | 2.80 | |
| 0.5253 | 2.46 | |
| 0.1268 | 1.51 | |
| 1.0863 | 1.51 | |
| -1.9887 | -1.87 | |
| 1.5187 | 2.46 | |
| -0.7501 | -1.48 | |
| 0.6273 | 1.27 | |
| -0.8463 | -1.98 |
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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