HSB Group Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3688 | 7.60 | |
| 0.0812 | 5.51 | |
| 0.8767 | 33.25 | |
| 0.0250 | 3.37 |
Estimation Period:
Jan 1, 1990 to Nov 22, 2000
Jan 1, 1990 to Nov 22, 2000
News Impact Curve
Volatility Forecasts
Other HSB Group Inc Analyses
Other Spline-GARCH Analyses on Equities