MUFG Americas Holdings Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2731 | 6.21 | |
| 0.1388 | 6.16 | |
| 0.7696 | 27.66 | |
| -0.1216 | -1.30 | |
| 0.1277 | 0.87 | |
| 0.1163 | 0.93 | |
| -0.0703 | -0.49 | |
| -0.3144 | -1.91 | |
| 0.3390 | 2.15 | |
| 0.1021 | 0.90 | |
| -0.2838 | -4.21 |
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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