Merrill Lynch GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0147 | 9.11 | |
| 0.0498 | 30.12 | |
| 0.9502 | 588.38 |
Estimation Period:
Jan 2, 1990 to Dec 31, 2008
Jan 2, 1990 to Dec 31, 2008
News Impact Curve
Volatility Forecasts
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