Morgans Hotel Group Co LLC Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8440 | 5.14 | |
| 0.1371 | 4.62 | |
| 0.6971 | 11.55 | |
| 0.6884 | 1.88 | |
| -0.5551 | -1.07 | |
| -0.9136 | -2.89 | |
| 1.3037 | 4.00 | |
| -0.7351 | -1.74 | |
| -0.1880 | -0.30 | |
| 1.9351 | 2.44 | |
| -3.6424 | -3.54 |
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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