Chicopee Bancorp Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1351 | 15.80 | |
| 0.0970 | 9.49 | |
| 0.7830 | 118.43 | |
| 0.1560 | 5.00 |
Estimation Period:
Jul 19, 2006 to Oct 21, 2016
Jul 19, 2006 to Oct 21, 2016
News Impact Curve
Volatility Forecasts
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