First Mercury Financial Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7890 | 2.55 | |
| 0.0000 | 0.00 | |
| 0.7437 | 1.84 | |
| 4.9629 | 1.70 | |
| -8.0257 | -2.13 | |
| 7.2657 | 4.05 | |
| -10.8034 | -5.51 | |
| 10.3679 | 4.41 | |
| -3.2636 | -1.07 | |
| -1.3327 | -0.44 |
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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