Hibernia Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4621 | 4.60 | |
| 0.1323 | 5.34 | |
| 0.6706 | 13.09 | |
| -0.8428 | -6.00 | |
| 1.0117 | 5.06 | |
| -0.1340 | -1.12 | |
| 0.0544 | 0.57 | |
| -0.2962 | -3.06 | |
| 0.3410 | 2.43 | |
| -0.1442 | -0.97 |
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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