Hampden Bancorp Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5422 | 1.69 | |
| 0.1929 | 4.53 | |
| 0.7657 | 13.43 | |
| -4.0952 | -1.59 | |
| 8.0593 | 2.33 | |
| -10.0593 | -4.47 | |
| 12.3722 | 5.17 | |
| -10.4190 | -4.45 | |
| 7.2281 | 2.83 | |
| -6.6348 | -2.36 | |
| 7.1635 | 1.96 | |
| -5.1550 | -0.72 |
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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