FirstMerit Corp EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0292 | 20.20 | |
| 0.1455 | 34.00 | |
| 0.9828 | 1,118.05 | |
| -0.0303 | -4.87 |
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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