Haven Bancorp Inc/NY Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0409 | 4.72 | |
| 0.0808 | 3.31 | |
| 0.8510 | 16.05 | |
| -0.0656 | -0.44 | |
| 0.2596 | 1.19 | |
| -0.5340 | -2.77 |
Estimation Period:
Sep 22, 1993 to Nov 30, 2000
Sep 22, 1993 to Nov 30, 2000
News Impact Curve
Volatility Forecasts
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