Commerce Bancorp LLC/NJ Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2678 | 15.19 | |
| 0.1737 | 7.22 | |
| 0.5735 | 9.38 | |
| 0.0260 | 8.95 | |
| -0.0280 | -7.42 |
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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