Hudson Ltd. Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3997 | 1.17 | |
| 0.4072 | 2.09 | |
| 0.5409 | 10.84 | |
| -1.5899 | -0.05 | |
| 11.7357 | 0.27 | |
| -6.0802 | -0.29 | |
| -25.8618 | -1.13 | |
| 42.5162 | 1.30 | |
| -31.4663 | -0.95 | |
| 22.5837 | 0.90 | |
| -7.2527 | -0.27 | |
| -64.2163 | -2.61 | |
| 104.9071 | 7.06 |
Estimation Period:
Feb 1, 2018 to Nov 27, 2020
Feb 1, 2018 to Nov 27, 2020
News Impact Curve
Volatility Forecasts
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