Bank One Corp APARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0246 | 6.80 | |
| 0.0436 | 18.78 | |
| 0.9548 | 407.53 | |
| 0.4865 | 12.53 | |
| 1.1172 | 17.20 |
Estimation Period:
Jan 1, 1990 to Jun 30, 2004
Jan 1, 1990 to Jun 30, 2004
News Impact Curve
Volatility Forecasts
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