Hudson United Bancorp EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0215 | 5.28 | |
| 0.1318 | 18.15 | |
| 1.0000 | 1,422.48 | |
| -0.0549 | -8.62 |
Estimation Period:
Jan 1, 1990 to Jan 31, 2006
Jan 1, 1990 to Jan 31, 2006
News Impact Curve
Volatility Forecasts
Other Hudson United Bancorp Analyses
Other EGARCH Analyses on Equities