Mercantile Bankshares Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3436 | 7.86 | |
| 0.0877 | 7.25 | |
| 0.8442 | 37.05 | |
| -0.0630 | -1.74 | |
| 0.1682 | 3.02 | |
| -0.1791 | -3.80 | |
| 0.0468 | 0.92 | |
| 0.2403 | 1.93 |
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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