Hampden Bancorp Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5420 | 1.73 | |
| 0.1913 | 4.54 | |
| 0.7656 | 13.50 | |
| -3.9182 | -1.53 | |
| 7.7257 | 2.24 | |
| -9.6738 | -4.27 | |
| 11.8736 | 4.95 | |
| -9.9689 | -4.32 | |
| 6.9692 | 2.83 | |
| -6.5544 | -2.62 | |
| 7.2484 | 3.66 | |
| -5.4541 | -3.65 |
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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