Commerce Group Inc/Ma APARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0740 | 13.77 | |
| 0.1265 | 22.70 | |
| 0.8679 | 157.15 | |
| 0.3418 | 10.25 | |
| 1.1618 | 16.47 |
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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