Chittenden Corp GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0904 | 8.17 | |
| 0.0644 | 23.21 | |
| 0.9163 | 298.48 |
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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