Commerce Bancorp LLC/NJ EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0208 | 5.68 | |
| 0.0865 | 23.91 | |
| 0.9901 | 884.80 | |
| -0.0358 | -7.85 |
Estimation Period:
Jan 1, 1990 to Mar 28, 2008
Jan 1, 1990 to Mar 28, 2008
News Impact Curve
Volatility Forecasts
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