FirstMerit Corp Asy. MEM Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0834 | 28.07 | |
| 0.1280 | 32.92 | |
| 0.8285 | 286.48 | |
| 0.0457 | 6.77 |
Estimation Period:
Jan 2, 1990 to Aug 12, 2016
Jan 2, 1990 to Aug 12, 2016
News Impact Curve
Volatility Forecasts
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