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MainSource Financial Group Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, March 29, 2018 at 09:06 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of MainSource Financial Group Inc S0GARCH
paramt-stat
ω0.93554.64
α0.12289.23
β0.791835.69
γ1-0.0088-0.05
γ2-0.1400-0.61
γ30.35332.36
γ4-0.4229-3.13
γ50.55804.81
γ6-0.5402-4.45
γ70.07550.64
γ80.20981.86
γ9-0.0353-0.31
γ10-0.0637-0.74
Estimation Period:
Jan 3, 1992 to Mar 29, 2018
Impact of return on volatility tomorrow
Volatility Forecasts