Chittenden Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4783 | 11.55 | |
| 0.1273 | 5.33 | |
| 0.5813 | 8.40 | |
| -0.3085 | -4.92 | |
| 0.4660 | 4.75 | |
| -0.1284 | -1.73 | |
| -0.0509 | -0.73 | |
| -0.0438 | -0.68 | |
| 0.1509 | 2.41 | |
| 0.0173 | 0.14 |
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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