FirstMerit Corp GAS-GARCH Student T Volatility Analysis
Inactive
Last recorded values (Tuesday, August 16th, 2016):
1 Day
21.23%
1 Week
21.53%
1 Month
22.56%
Analysis last updated: Thursday, March 26, 2026 at 02:28 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.6858 | 6.12 | |
| 0.0617 | 28.39 | |
| 0.9868 | 432.41 | |
| 6.0151 | 5.78 |
Estimation Period:
Jan 2, 1990 to Aug 12, 2016
Jan 2, 1990 to Aug 12, 2016
Other GAS-GARCH Student T Analyses on Equities