Commercial Federal Corp MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.2895 | 6.15 | |
| 0.2085 | 10.84 | |
| -0.0866 | -1.70 | |
| 0.0031 | 0.22 | |
| 1.0000 | 11.23 | |
| 0.0000 | 0.01 |
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
Other MF2-GARCH Analyses on Equities