FirstMerit Corp AGARCH Volatility Analysis
Inactive
Last recorded values (Tuesday, August 16th, 2016):
1 Day
21.64%
1 Week
22.09%
1 Month
23.62%
Analysis last updated: Monday, August 15, 2016 at 08:52 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0672 | 16.02 | |
| 0.0807 | 34.05 | |
| 0.8992 | 339.46 | |
| 0.3555 | 9.09 |
Estimation Period:
Jan 2, 1990 to Aug 12, 2016
Jan 2, 1990 to Aug 12, 2016
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