Hudson United Bancorp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8419 | 2.76 | |
| 0.1508 | 6.95 | |
| 0.7989 | 27.86 | |
| -2.1440 | -4.45 | |
| 3.8199 | 5.53 | |
| -3.6922 | -6.54 | |
| 3.6751 | 6.12 | |
| -2.2766 | -5.03 | |
| 1.1099 | 2.82 | |
| -1.1338 | -2.78 | |
| 0.9598 | 2.37 | |
| -0.2210 | -0.38 | |
| -0.7568 | -0.74 |
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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