FirstMerit Corp GJR-GARCH Volatility Analysis
Inactive
Last recorded values (Tuesday, August 16th, 2016):
1 Day
22.19%
1 Week
22.60%
1 Month
23.98%
Analysis last updated: Monday, March 1, 2021 at 07:24 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0736 | 20.01 | |
| 0.0641 | 15.30 | |
| 0.9010 | 323.62 | |
| 0.0322 | 4.73 |
Estimation Period:
Jan 2, 1990 to Aug 12, 2016
Jan 2, 1990 to Aug 12, 2016
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