Marshall & Ilsley Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8861 | 4.49 | |
| 0.0770 | 9.47 | |
| 0.9131 | 107.00 | |
| 0.0223 | 0.44 | |
| -0.0053 | -0.07 | |
| -0.0852 | -1.49 | |
| 0.1612 | 3.16 | |
| -0.1368 | -3.91 |
Estimation Period:
Jan 2, 1990 to Jul 5, 2011
Jan 2, 1990 to Jul 5, 2011
News Impact Curve
Volatility Forecasts
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