Commerce Bancorp LLC/NJ MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1142 | 17.93 | |
| 0.5041 | 22.45 | |
| 0.1184 | 10.13 | |
| 0.0144 | 2.21 | |
| 0.0088 | 3.08 | |
| 0.9871 | 231.17 |
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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