HSB Group Inc GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0458 | 11.14 | |
| 0.0880 | 29.14 | |
| 0.8900 | 192.61 |
Estimation Period:
Jan 1, 1990 to Nov 22, 2000
Jan 1, 1990 to Nov 22, 2000
News Impact Curve
Volatility Forecasts
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