Hampden Bancorp Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1761 | 14.88 | |
| 0.1251 | 10.76 | |
| 0.7806 | 85.54 | |
| 0.1481 | 5.10 |
Estimation Period:
Jan 16, 2007 to Apr 17, 2015
Jan 16, 2007 to Apr 17, 2015
News Impact Curve
Volatility Forecasts
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