HUB International Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4167 | 2.48 | |
| 0.2004 | 4.21 | |
| 0.4659 | 3.79 | |
| -4.6171 | -0.78 | |
| 8.1700 | 0.98 | |
| -6.2842 | -1.02 | |
| 4.0759 | 0.64 | |
| -1.4045 | -0.28 | |
| -0.2365 | -0.05 | |
| 1.8275 | 0.40 | |
| -5.4613 | -1.24 | |
| 15.0088 | 2.12 | |
| -44.4413 | -3.35 |
Estimation Period:
Jun 14, 2002 to Jun 13, 2007
Jun 14, 2002 to Jun 13, 2007
News Impact Curve
Volatility Forecasts
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