FleetBoston Financial Corp APARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0385 | 6.19 | |
| 0.0474 | 14.07 | |
| 0.9473 | 370.77 | |
| 0.5479 | 11.86 | |
| 1.1814 | 18.17 |
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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