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Merrill Lynch & Co Canada Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, June 24, 2023 at 05:51 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of Merrill Lynch & Co Canada Ltd S0GARCH
paramt-stat
ω1.57426.14
α0.07873.78
β0.780812.37
γ10.89642.07
γ2-1.3037-2.09
γ30.67061.75
γ4-0.7056-2.05
γ50.81192.44
γ6-0.4936-1.52
γ71.16413.57
γ8-1.9322-7.17
Estimation Period:
Aug 28, 1998 to Dec 12, 2008
Impact of return on volatility tomorrow
Volatility Forecasts