Cheviot Financial Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5904 | 3.32 | |
| 0.2363 | 5.83 | |
| 0.3627 | 5.20 | |
| 0.2097 | 0.29 | |
| -1.3741 | -1.37 | |
| 4.0806 | 7.75 | |
| -5.7005 | -11.68 | |
| 3.6452 | 7.87 | |
| -1.4677 | -3.65 | |
| 1.5229 | 3.31 | |
| -1.9096 | -3.68 | |
| 2.3301 | 4.24 | |
| -3.2169 | -5.64 |
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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