Humboldt Bancorp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0761 | 5.16 | |
| 0.1711 | 4.09 | |
| 0.7527 | 13.90 | |
| -1.1799 | -1.82 | |
| 2.1265 | 1.97 | |
| -2.3772 | -2.50 | |
| 4.1132 | 3.65 |
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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