Hudson United Bancorp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8758 | 2.87 | |
| 0.1518 | 6.94 | |
| 0.7977 | 27.22 | |
| -2.0553 | -4.29 | |
| 3.6712 | 5.33 | |
| -3.5823 | -6.32 | |
| 3.5898 | 5.97 | |
| -2.2240 | -4.92 | |
| 1.0981 | 2.81 | |
| -1.1801 | -2.96 | |
| 1.1201 | 3.16 | |
| -0.6285 | -1.91 | |
| 0.3064 | 0.97 |
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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