Mellon Financial Corp AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0568 | 11.61 | |
| 0.0869 | 29.33 | |
| 0.8983 | 266.62 | |
| 0.3924 | 10.07 |
Estimation Period:
Jan 1, 1990 to Jun 29, 2007
Jan 1, 1990 to Jun 29, 2007
News Impact Curve
Volatility Forecasts
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