Hudson United Bancorp MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0967 | 14.72 | |
| 0.8117 | 117.42 | |
| 0.0610 | 7.12 | |
| 0.6895 | 3.39 | |
| 0.9083 | 37.05 | |
| 0.0000 | 0.00 |
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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