Home Capital Group Inc MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.1051 | 15.20 | |
| 0.7631 | 59.24 | |
| 0.0610 | 6.49 | |
| 0.0477 | 3.17 | |
| 0.0530 | 3.46 | |
| 0.9434 | 57.73 |
Estimation Period:
Jan 1, 1990 to Sep 1, 2023
Jan 1, 1990 to Sep 1, 2023
News Impact Curve
Volatility Forecasts
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