Health Management Associates LLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1497 | 6.19 | |
| 0.1014 | 5.20 | |
| 0.7660 | 17.13 | |
| 0.0320 | 0.25 | |
| -0.0218 | -0.12 | |
| 0.1333 | 1.06 | |
| -0.3560 | -2.52 | |
| 0.2545 | 1.86 | |
| -0.1098 | -0.68 | |
| 0.4719 | 2.74 | |
| -0.8522 | -5.50 | |
| 0.5955 | 3.77 | |
| -0.1396 | -1.29 |
Estimation Period:
Feb 5, 1991 to Jan 24, 2014
Feb 5, 1991 to Jan 24, 2014
News Impact Curve
Volatility Forecasts
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