Chittenden Corp AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0697 | 12.23 | |
| 0.0706 | 25.39 | |
| 0.9075 | 388.50 | |
| 0.7202 | 6.49 |
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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