Commerce Group Inc/Ma MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 91 | ||
| 0.0585 | 9.87 | |
| 0.8342 | 101.94 | |
| 0.1520 | 18.08 | |
| 1.8320 | 0.40 | |
| 0.0000 | 0.00 | |
| 0.5788 | 0.52 |
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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