FirstMerit Corp APARCH Volatility Analysis
Inactive
Last recorded values (Tuesday, August 16th, 2016):
1 Day
21.83%
1 Week
22.27%
1 Month
23.80%
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 | |
|---|---|---|
| 0.0609 | 15.11 | |
| 0.0833 | 31.65 | |
| 0.9059 | 314.55 | |
| 0.1252 | 6.10 | |
| 1.7137 | 30.84 |
Estimation Period:
Jan 2, 1990 to Aug 12, 2016
Jan 2, 1990 to Aug 12, 2016
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