Commerce Group Inc/Ma EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0528 | 10.79 | |
| 0.2105 | 22.28 | |
| 0.9643 | 433.99 | |
| -0.0731 | -11.57 |
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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