Bank One Corp GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0586 | 7.57 | |
| 0.0505 | 22.54 | |
| 0.9347 | 323.65 |
Estimation Period:
Jan 1, 1990 to Jun 30, 2004
Jan 1, 1990 to Jun 30, 2004
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equities