Hibernia Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0360 | 6.04 | |
| 0.0000 | 0.00 | |
| 0.9551 | 547.97 | |
| 0.0854 | 16.49 |
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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