Hudson United Bancorp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0365 | 6.88 | |
| 0.0440 | 9.67 | |
| 0.9300 | 259.69 | |
| 0.0521 | 6.91 |
Estimation Period:
Jan 1, 1990 to Jan 31, 2006
Jan 1, 1990 to Jan 31, 2006
News Impact Curve
Volatility Forecasts
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