FleetBoston Financial Corp AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1712 | 11.02 | |
| 0.1049 | 26.95 | |
| 0.8412 | 104.49 | |
| 0.9347 | 8.23 |
Estimation Period:
Jan 1, 1990 to Mar 31, 2004
Jan 1, 1990 to Mar 31, 2004
News Impact Curve
Volatility Forecasts
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