Hibernia Corp GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0736 | 8.57 | |
| 0.0769 | 20.50 | |
| 0.9140 | 207.81 |
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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