FirstMerit Corp Asy. MEM Volatility Analysis
Inactive
Last recorded values (Tuesday, August 16th, 2016):
1 Day
19.13%
1 Week
19.81%
1 Month
22.02%
Analysis last updated: Monday, August 15, 2016 at 08:52 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0834 | 28.07 | |
| 0.1280 | 32.92 | |
| 0.8285 | 286.48 | |
| 0.0457 | 6.77 |
Estimation Period:
Jan 2, 1990 to Aug 12, 2016
Jan 2, 1990 to Aug 12, 2016
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