Hawthorne Financial Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3557 | 7.15 | |
| 0.2063 | 6.24 | |
| 0.6140 | 12.89 | |
| 0.3570 | 3.70 | |
| -0.7445 | -5.18 | |
| 0.6002 | 6.12 | |
| -0.3132 | -3.41 | |
| 0.4559 | 3.32 |
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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