Commerce Bancorp LLC/NJ Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3197 | 14.95 | |
| 0.1729 | 7.12 | |
| 0.5652 | 8.91 | |
| 0.0287 | 8.07 | |
| -0.0347 | -4.68 |
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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