MUFG Americas Holdings Corp EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0369 | 16.67 | |
| 0.1980 | 42.98 | |
| 0.9809 | 650.91 | |
| -0.0213 | -4.51 |
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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