National City Bancorporation AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0277 | 16.58 | |
| 0.1144 | 16.36 | |
| 0.7580 | 67.71 | |
| -0.7301 | -2.64 |
Estimation Period:
Jan 1, 1990 to Jul 31, 2001
Jan 1, 1990 to Jul 31, 2001
News Impact Curve
Volatility Forecasts
Other National City Bancorporation Analyses
Other AGARCH Analyses on Equities