Chittenden Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0194 | 3.03 | |
| 0.0000 | 0.00 | |
| 0.9722 | 731.50 | |
| 0.0516 | 11.25 |
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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