IBT Bancorp Inc/PA Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0161 | 1.88 | |
| 0.2928 | 3.35 | |
| 0.1697 | 1.52 | |
| -1.0431 | -0.31 | |
| 3.0632 | 0.70 | |
| -4.1475 | -2.37 | |
| 2.7642 | 1.94 | |
| -0.5585 | -0.37 | |
| 1.0665 | 0.56 | |
| -2.7292 | -0.91 | |
| 2.7455 | 0.88 | |
| 0.8025 | 0.27 | |
| -10.9384 | -2.06 |
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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