First Mercury Financial Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8757 | 3.15 | |
| 0.1326 | 2.80 | |
| 0.0495 | 0.41 | |
| 10.4996 | 1.82 | |
| -13.1343 | -1.65 | |
| 1.4582 | 0.35 | |
| 5.1359 | 1.15 | |
| -6.3454 | -1.04 | |
| -4.3032 | -0.69 | |
| 14.6800 | 2.11 | |
| -12.5276 | -1.64 | |
| 16.0831 | 1.46 | |
| -66.5908 | -2.85 |
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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