Merrill Lynch & Co Canada Ltd APARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0125 | 9.31 | |
| 0.0356 | 11.50 | |
| 0.9603 | 567.23 | |
| 0.8255 | 10.02 | |
| 1.4601 | 24.15 |
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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