Commercial Federal Corp GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0650 | 6.97 | |
| 0.1111 | 16.35 | |
| 0.8889 | 141.98 |
Estimation Period:
Jan 1, 1990 to Dec 2, 2005
Jan 1, 1990 to Dec 2, 2005
News Impact Curve
Volatility Forecasts
Other Commercial Federal Corp Analyses
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