Merrill Merchants Bancshares Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3538 | 4.62 | |
| 0.1540 | 3.94 | |
| 0.5277 | 5.24 | |
| 0.8870 | 0.88 | |
| -2.1805 | -1.48 | |
| 1.8906 | 2.05 | |
| 0.2846 | 0.33 | |
| -2.0835 | -2.55 | |
| 2.8338 | 2.90 | |
| -6.2042 | -3.27 |
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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