Hibernia Corp EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0186 | 1.87 | |
| 0.0866 | 22.58 | |
| 0.9925 | 412.69 | |
| -0.0784 | -20.98 |
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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