Commerce Group Inc/Ma AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2134 | 17.90 | |
| 0.1830 | 40.19 | |
| 0.7464 | 201.25 | |
| 0.5093 | 9.61 |
Estimation Period:
Nov 29, 1991 to Jun 4, 2008
Nov 29, 1991 to Jun 4, 2008
News Impact Curve
Volatility Forecasts
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