Hudson Ltd. MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.0996 | 996,270.00 | |
| 0.7652 | 7,652,160.00 | |
| 0.2703 | 2,703,130.00 | |
| 8.7115 | 87,114,680.00 | |
| 0.0000 | 130.00 | |
| 0.9998 | 9,997,980.00 |
Estimation Period:
Feb 1, 2018 to Nov 30, 2020
Feb 1, 2018 to Nov 30, 2020
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on Equities