Humboldt Bancorp EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0890 | 14.08 | |
| 0.3208 | 24.69 | |
| 0.9690 | 379.24 | |
| 0.0073 | 0.54 |
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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