Mercantile Bankshares Corp EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0147 | 6.61 | |
| 0.0793 | 14.37 | |
| 0.9893 | 886.48 | |
| -0.0397 | -10.39 |
Estimation Period:
Jan 1, 1990 to Mar 2, 2007
Jan 1, 1990 to Mar 2, 2007
News Impact Curve
Volatility Forecasts
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