Cheviot Financial Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5632 | 3.02 | |
| 0.2350 | 5.82 | |
| 0.3715 | 5.45 | |
| 0.0208 | 0.03 | |
| -1.0874 | -1.02 | |
| 3.9100 | 7.25 | |
| -5.5642 | -11.22 | |
| 3.5188 | 7.50 | |
| -1.3307 | -3.28 | |
| 1.3325 | 2.87 | |
| -1.5521 | -2.95 | |
| 1.5294 | 2.84 | |
| -1.0697 | -2.80 |
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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