Mercantile Bankshares Corp AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0833 | 10.48 | |
| 0.0845 | 28.38 | |
| 0.8832 | 286.30 | |
| 0.3232 | 6.01 |
Estimation Period:
Jan 1, 1990 to Mar 2, 2007
Jan 1, 1990 to Mar 2, 2007
News Impact Curve
Volatility Forecasts
Other Mercantile Bankshares Corp Analyses
Other AGARCH Analyses on Equities