Humboldt Bancorp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9026 | 4.60 | |
| 0.1813 | 4.32 | |
| 0.7453 | 13.77 | |
| -3.6005 | -2.03 | |
| 4.5222 | 1.53 | |
| -1.4782 | -0.55 | |
| 2.7707 | 1.17 | |
| -7.4016 | -2.95 | |
| 10.7125 | 4.03 | |
| -7.4570 | -3.91 |
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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