Commerce Group Inc/Ma Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9141 | 5.10 | |
| 0.1404 | 5.27 | |
| 0.7757 | 16.29 | |
| 0.2796 | 2.87 | |
| -0.3476 | -2.52 | |
| 0.0074 | 0.09 | |
| 0.2066 | 2.33 | |
| -0.6220 | -4.50 |
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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