Mercantile Bankshares Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0743 | 9.27 | |
| 0.0477 | 10.74 | |
| 0.9003 | 298.80 | |
| 0.0535 | 6.63 |
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 GJR-GARCH Analyses on Equities