Hawthorne Financial Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0721 | 6.09 | |
| 0.2304 | 6.18 | |
| 0.5075 | 8.14 | |
| -0.1381 | -0.47 | |
| 0.6083 | 1.26 | |
| -1.3017 | -3.79 | |
| 1.1736 | 4.52 | |
| -0.1941 | -0.75 | |
| -0.4374 | -1.58 | |
| 0.7271 | 2.70 | |
| -0.6339 | -3.18 |
Estimation Period:
Jan 1, 1990 to Jun 4, 2004
Jan 1, 1990 to Jun 4, 2004
News Impact Curve
Volatility Forecasts
Other Hawthorne Financial Corp Analyses
Other Zero Slope Spline-GARCH Analyses on Equities