Hibernia Corp MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0332 | 11.80 | |
| 0.8941 | 236.66 | |
| 0.0961 | 12.82 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.10 | |
| 0.9998 | 1,807.98 |
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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