Merrill Lynch & Co Canada Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5742 | 6.14 | |
| 0.0787 | 3.78 | |
| 0.7808 | 12.37 | |
| 0.8964 | 2.07 | |
| -1.3037 | -2.09 | |
| 0.6706 | 1.75 | |
| -0.7056 | -2.05 | |
| 0.8119 | 2.44 | |
| -0.4936 | -1.52 | |
| 1.1641 | 3.57 | |
| -1.9322 | -7.17 |
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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