FirstMerit Corp EGARCH Volatility Analysis
Inactive
Last recorded values (Tuesday, August 16th, 2016):
1 Day
21.51%
1 Week
21.92%
1 Month
23.46%
Analysis last updated: Monday, March 1, 2021 at 07:54 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0292 | 20.20 | |
| 0.1455 | 34.00 | |
| 0.9828 | 1,118.05 | |
| -0.0303 | -4.87 |
Estimation Period:
Jan 2, 1990 to Aug 12, 2016
Jan 2, 1990 to Aug 12, 2016
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