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{type} for {date}

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	param	t-stat
$ω$	1.7228	3.54
$α$	0.1512	4.85
$β$	0.7827	17.37
$γ_{1}$	0.1749	0.37
$γ_{2}$	-0.0079	-0.01
$γ_{3}$	-0.1221	-0.28
$γ_{4}$	-0.2921	-0.84
$γ_{5}$	0.3802	1.15
$γ_{6}$	-0.2925	-0.82
$γ_{7}$	0.5933	1.31
$γ_{8}$	-1.2016	-2.51
$γ_{9}$	1.2468	3.76

V-Lab

Commerce Group Inc/Ma Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Commerce Group Inc/Ma Analyses