FirstMerit Corp AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0672 | 16.02 | |
| 0.0807 | 34.05 | |
| 0.8992 | 339.46 | |
| 0.3555 | 9.09 |
Estimation Period:
Jan 2, 1990 to Aug 12, 2016
Jan 2, 1990 to Aug 12, 2016
News Impact Curve
Volatility Forecasts
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