Bank One Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1906 | 11.32 | |
| 0.0665 | 4.27 | |
| 0.8410 | 21.84 | |
| 0.0528 | 5.48 | |
| -0.1130 | -4.42 |
Estimation Period:
Jan 1, 1990 to Jun 30, 2004
Jan 1, 1990 to Jun 30, 2004
News Impact Curve
Volatility Forecasts
Other Bank One Corp Analyses
Other Spline-GARCH Analyses on Equities