Humboldt Bancorp MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.1815 | 14.05 | |
| 0.7356 | 54.26 | |
| -0.0233 | -1.23 | |
| 0.2282 | 3.82 | |
| 0.1657 | 7.94 | |
| 0.8002 | 30.25 |
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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