Marshall & Ilsley Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8353 | 4.72 | |
| 0.0761 | 9.56 | |
| 0.9119 | 104.27 | |
| 0.0100 | 0.21 | |
| 0.0302 | 0.40 | |
| -0.1713 | -2.78 | |
| 0.3702 | 4.69 | |
| -0.5356 | -4.65 |
Estimation Period:
Jan 2, 1990 to Jul 5, 2011
Jan 2, 1990 to Jul 5, 2011
News Impact Curve
Volatility Forecasts
Other Marshall & Ilsley Analyses
Other Spline-GARCH Analyses on Equities