Hercules LLC GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0104 | 5.78 | |
| 0.0368 | 20.80 | |
| 0.9632 | 516.45 |
Estimation Period:
Jan 1, 1990 to Nov 13, 2008
Jan 1, 1990 to Nov 13, 2008
News Impact Curve
Volatility Forecasts
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