Cheviot Financial Corp EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0487 | 16.14 | |
| 0.2453 | 28.33 | |
| 0.9793 | 720.58 | |
| -0.0542 | -4.51 |
Estimation Period:
Jan 2, 2004 to May 20, 2016
Jan 2, 2004 to May 20, 2016
News Impact Curve
Volatility Forecasts
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