Mellon Financial Corp MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0473 | 13.25 | |
| 0.8156 | 71.89 | |
| 0.0934 | 12.35 | |
| 0.0114 | 2.66 | |
| 0.0216 | 4.02 | |
| 0.9749 | 162.59 |
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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