MUFG Americas Holdings Corp AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0738 | 13.15 | |
| 0.1302 | 39.61 | |
| 0.8607 | 273.85 | |
| 0.0632 | 1.74 |
Estimation Period:
Jan 2, 1990 to Nov 3, 2008
Jan 2, 1990 to Nov 3, 2008
News Impact Curve
Volatility Forecasts
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