Lincoln Bancorp/IN GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1798 | 12.99 | |
| 0.1031 | 10.27 | |
| 0.8269 | 108.28 | |
| 0.0168 | 0.90 |
Estimation Period:
Dec 28, 1998 to Dec 31, 2008
Dec 28, 1998 to Dec 31, 2008
News Impact Curve
Volatility Forecasts
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