FirstMerit Corp GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0728 | 20.12 | |
| 0.0820 | 33.05 | |
| 0.8994 | 326.00 |
Estimation Period:
Jan 2, 1990 to Aug 12, 2016
Jan 2, 1990 to Aug 12, 2016
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equities