Hibernia Corp AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0204 | -2.78 | |
| 0.0732 | 27.50 | |
| 0.9173 | 294.00 | |
| 1.1419 | 22.96 |
Estimation Period:
Jan 1, 1990 to Nov 16, 2005
Jan 1, 1990 to Nov 16, 2005
News Impact Curve
Volatility Forecasts
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