HUB International Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8411 | 4.41 | |
| 0.1614 | 4.06 | |
| 0.5046 | 4.48 | |
| 4.4521 | 3.40 | |
| -7.9543 | -3.73 | |
| 5.8200 | 3.65 | |
| -3.5397 | -2.52 | |
| 1.4481 | 1.06 | |
| 0.3201 | 0.26 | |
| -1.5284 | -1.30 | |
| 2.9189 | 2.04 | |
| -4.9127 | -3.05 |
Estimation Period:
Feb 9, 1999 to Jun 13, 2007
Feb 9, 1999 to Jun 13, 2007
News Impact Curve
Volatility Forecasts
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