FleetBoston Financial Corp EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0121 | 1.45 | |
| 0.0458 | 6.77 | |
| 0.9937 | 407.43 | |
| -0.0433 | -13.96 |
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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