HMS Holdings Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6123 | 8.64 | |
| 0.1651 | 5.56 | |
| 0.5041 | 5.45 | |
| 0.3142 | 4.95 | |
| -0.4332 | -4.44 | |
| 0.0856 | 1.21 | |
| 0.0292 | 0.46 | |
| 0.1169 | 1.82 | |
| -0.2860 | -3.17 | |
| 0.3880 | 3.90 | |
| -0.3794 | -4.34 | |
| 0.2593 | 2.05 | |
| -0.2959 | -1.60 |
Estimation Period:
Dec 18, 1992 to Mar 26, 2021
Dec 18, 1992 to Mar 26, 2021
News Impact Curve
Volatility Forecasts
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