Chittenden Corp MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0000 | 0.03 | |
| 0.9706 | 421.45 | |
| 0.0455 | 20.96 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.03 | |
| 0.9999 | 1,855.09 |
Estimation Period:
Jan 1, 1990 to Dec 31, 2007
Jan 1, 1990 to Dec 31, 2007
News Impact Curve
Volatility Forecasts
Other Chittenden Corp Analyses
Other MF2-GARCH Analyses on Equities