First Mercury Financial Corp APARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0423 | 8.03 | |
| 0.0894 | 7.02 | |
| 0.9106 | 104.12 | |
| -0.3219 | -1.18 | |
| 0.5000 | 4.37 |
Estimation Period:
Oct 16, 2006 to Feb 9, 2011
Oct 16, 2006 to Feb 9, 2011
News Impact Curve
Volatility Forecasts
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