National Commerce Financial GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1290 | 12.04 | |
| 0.0723 | 18.47 | |
| 0.8988 | 166.88 |
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
Other GARCH Analyses on Equities