Commerce Bancorp LLC/NJ GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0817 | 10.51 | |
| 0.0566 | 28.26 | |
| 0.9253 | 324.54 |
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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