MUFG Americas Holdings Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3630 | 5.52 | |
| 0.1501 | 6.83 | |
| 0.7865 | 35.93 | |
| -0.1200 | -0.61 | |
| 0.0832 | 0.26 | |
| 0.1050 | 0.43 | |
| 0.0391 | 0.20 | |
| 0.0001 | 0.00 | |
| -0.5290 | -1.68 | |
| 0.6086 | 2.12 | |
| -0.2589 | -0.98 | |
| 0.5137 | 1.70 | |
| -1.8901 | -6.84 |
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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