National Commerce Financial APARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0272 | 12.25 | |
| 0.0475 | 15.98 | |
| 0.9525 | 324.64 | |
| 0.4612 | 8.59 | |
| 0.9679 | 20.92 |
Estimation Period:
Jan 1, 1990 to Sep 30, 2004
Jan 1, 1990 to Sep 30, 2004
News Impact Curve
Volatility Forecasts
Other National Commerce Financial Analyses
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