Hawthorne Financial Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0787 | 12.14 | |
| 0.0521 | 15.24 | |
| 0.9135 | 366.73 | |
| 0.0687 | 7.97 |
Estimation Period:
Jan 1, 1990 to Jun 4, 2004
Jan 1, 1990 to Jun 4, 2004
News Impact Curve
Volatility Forecasts
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