Hibernia Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4602 | 4.57 | |
| 0.1320 | 5.32 | |
| 0.6709 | 13.11 | |
| -0.8474 | -6.01 | |
| 1.0189 | 5.09 | |
| -0.1383 | -1.15 | |
| 0.0561 | 0.59 | |
| -0.2933 | -3.10 | |
| 0.3294 | 2.47 | |
| -0.1107 | -0.68 |
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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