Merrill Lynch & Co Canada Ltd AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0040 | 0.50 | |
| 0.1078 | 48.12 | |
| 0.8834 | 477.78 | |
| 0.9118 | 20.59 |
Estimation Period:
Aug 28, 1998 to Dec 12, 2008
Aug 28, 1998 to Dec 12, 2008
News Impact Curve
Volatility Forecasts
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