Mercantile Bankshares Corp MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0552 | 14.67 | |
| 0.8890 | 122.35 | |
| 0.0471 | 8.32 | |
| 1.7395 | 0.00 | |
| 0.0000 | 0.00 | |
| 0.3563 | 0.00 |
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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