Morgans Hotel Group Co LLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9375 | 5.05 | |
| 0.1543 | 4.34 | |
| 0.7146 | 13.39 | |
| 0.8913 | 2.78 | |
| -1.2321 | -2.59 | |
| 0.1089 | 0.35 | |
| 0.5470 | 1.44 | |
| -0.8710 | -1.95 | |
| 1.5066 | 3.55 | |
| -1.4502 | -4.52 |
Estimation Period:
Feb 14, 2006 to Nov 25, 2016
Feb 14, 2006 to Nov 25, 2016
News Impact Curve
Volatility Forecasts
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