Chittenden Corp EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0116 | 3.62 | |
| 0.0557 | 17.46 | |
| 0.9955 | 1,096.40 | |
| -0.0490 | -8.54 |
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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