First Mercury Financial Corp EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0822 | 7.76 | |
| 0.2557 | 30.05 | |
| 0.9769 | 308.86 | |
| 0.0782 | 5.14 |
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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