MUFG Americas Holdings Corp GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0665 | 12.84 | |
| 0.1206 | 39.09 | |
| 0.8705 | 277.58 |
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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