FirstMerit Corp GARCH Volatility Analysis
Inactive
Last recorded values (Tuesday, August 16th, 2016):
1 Day
22.74%
1 Week
23.11%
1 Month
24.39%
Analysis last updated: Monday, March 1, 2021 at 08:30 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0728 | 20.12 | |
| 0.0820 | 33.05 | |
| 0.8994 | 326.00 |
Estimation Period:
Jan 2, 1990 to Aug 12, 2016
Jan 2, 1990 to Aug 12, 2016
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