Mellon Financial Corp EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0392 | 14.24 | |
| 0.1823 | 29.97 | |
| 0.9750 | 582.42 | |
| -0.0422 | -9.08 |
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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