Westcorp MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.1466 | 12.37 | |
| 0.3751 | 9.32 | |
| 0.0166 | 1.16 | |
| 0.9222 | 0.17 | |
| 0.8551 | 0.17 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 1, 1990 to Feb 28, 2006
Jan 1, 1990 to Feb 28, 2006
News Impact Curve
Volatility Forecasts
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