AmSouth Bancorp AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0189 | 5.75 | |
| 0.0622 | 23.43 | |
| 0.9258 | 352.56 | |
| 0.4916 | 10.56 |
Estimation Period:
Jan 1, 1990 to Nov 3, 2006
Jan 1, 1990 to Nov 3, 2006
News Impact Curve
Volatility Forecasts
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