Chittenden Corp Asy. MEM Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0577 | 17.43 | |
| 0.0906 | 22.51 | |
| 0.8871 | 289.06 | |
| 0.0238 | 3.03 |
Estimation Period:
Jan 1, 1990 to Dec 31, 2007
Jan 1, 1990 to Dec 31, 2007
News Impact Curve
Volatility Forecasts
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