HCA Inc/Old Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.4530 | 4.07 | |
| 0.1652 | 3.24 | |
| 0.7132 | 21.97 | |
| 0.3930 | 1.25 | |
| -0.3048 | -0.62 | |
| -0.1637 | -0.52 | |
| 0.4462 | 1.70 | |
| -0.5876 | -1.65 | |
| 0.0034 | 0.01 | |
| 0.4646 | 1.33 | |
| -0.4711 | -1.28 | |
| 0.5554 | 1.45 | |
| -2.0393 | -4.33 |
Estimation Period:
Jan 3, 1990 to Nov 17, 2006
Jan 3, 1990 to Nov 17, 2006
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on Equities