John Hancock Financial Services Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5376 | 3.08 | |
| 0.0590 | 3.69 | |
| 0.9312 | 49.60 | |
| 0.0778 | 0.75 |
Estimation Period:
Jan 25, 2000 to Apr 28, 2004
Jan 25, 2000 to Apr 28, 2004
News Impact Curve
Volatility Forecasts
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