FirstMerit Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0736 | 20.01 | |
| 0.0641 | 15.30 | |
| 0.9010 | 323.62 | |
| 0.0322 | 4.73 |
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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