Chicopee Bancorp Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0737 | 13.62 | |
| 0.3147 | 32.02 | |
| 0.9267 | 225.47 | |
| -0.0767 | -6.44 |
Estimation Period:
Jul 19, 2006 to Oct 21, 2016
Jul 19, 2006 to Oct 21, 2016
News Impact Curve
Volatility Forecasts
Other Chicopee Bancorp Inc Analyses
Other EGARCH Analyses on Equities