National City Corporation Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6570 | 5.44 | |
| 0.1210 | 3.34 | |
| 0.8200 | 18.63 | |
| -0.0788 | -0.65 | |
| 0.1937 | 1.04 | |
| -0.1174 | -0.98 | |
| -0.0897 | -0.92 | |
| 0.1144 | 1.46 | |
| -0.0091 | -0.12 | |
| 0.5835 | 5.04 |
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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