Harleysville National Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9869 | 6.60 | |
| 0.1677 | 7.59 | |
| 0.7474 | 27.80 | |
| 0.0662 | 0.35 | |
| -0.0215 | -0.07 | |
| -0.4889 | -2.17 | |
| 1.1944 | 4.73 | |
| -1.1612 | -3.96 | |
| 0.5382 | 1.87 | |
| -0.0815 | -0.26 | |
| -0.2452 | -0.75 | |
| 0.8360 | 2.61 | |
| -2.4842 | -6.33 |
Estimation Period:
Jan 1, 1990 to Apr 9, 2010
Jan 1, 1990 to Apr 9, 2010
News Impact Curve
Volatility Forecasts
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