Mercantile Bankshares Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1202 | 6.72 | |
| 0.0903 | 7.22 | |
| 0.8346 | 35.42 | |
| -0.4931 | -2.32 | |
| 0.7305 | 2.19 | |
| -0.4154 | -1.74 | |
| 0.5530 | 2.32 | |
| -0.6565 | -2.68 | |
| 0.2807 | 1.32 | |
| 0.0640 | 0.27 | |
| -0.2824 | -0.87 | |
| 0.6744 | 1.39 | |
| -0.6977 | -1.43 |
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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