Merrill Merchants Bancshares Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3814 | 10.03 | |
| 0.1401 | 10.66 | |
| 0.8021 | 81.80 | |
| 0.0157 | 0.56 |
Estimation Period:
Aug 7, 1998 to May 31, 2007
Aug 7, 1998 to May 31, 2007
News Impact Curve
Volatility Forecasts
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