First Mercury Financial Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3371 | 7.80 | |
| 0.2381 | 10.29 | |
| 0.8505 | 114.43 | |
| -0.1772 | -8.56 |
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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