Humboldt Bancorp Asy. MEM Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1881 | 4.30 | |
| 0.1216 | 9.55 | |
| 0.8666 | 106.08 | |
| 0.0209 | 0.81 |
Estimation Period:
Jan 9, 1998 to Jul 9, 2004
Jan 9, 1998 to Jul 9, 2004
News Impact Curve
Volatility Forecasts
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