Hartford Life Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7122 | 4.26 | |
| 0.0907 | 2.96 | |
| 0.7627 | 9.50 | |
| -8.0314 | -1.13 | |
| 11.0631 | 1.00 | |
| -0.6529 | -0.08 | |
| -5.4222 | -0.60 | |
| 0.8208 | 0.09 | |
| 7.4381 | 0.91 | |
| -1.1412 | -0.11 | |
| -55.3312 | -3.23 |
Estimation Period:
May 21, 1997 to Jun 27, 2000
May 21, 1997 to Jun 27, 2000
News Impact Curve
Volatility Forecasts
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