Commerce Bancorp LLC/NJ Asy. MEM Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1552 | 20.36 | |
| 0.1688 | 25.42 | |
| 0.7859 | 161.38 | |
| 0.0343 | 2.75 |
Estimation Period:
Jan 2, 1990 to Mar 28, 2008
Jan 2, 1990 to Mar 28, 2008
News Impact Curve
Volatility Forecasts
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