Humboldt Bancorp AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1773 | 13.69 | |
| 0.1832 | 23.87 | |
| 0.8169 | 145.72 | |
| -0.0747 | -0.59 |
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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