Merchants Bancshares Inc/VT AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1094 | 9.44 | |
| 0.1262 | 34.17 | |
| 0.8636 | 162.58 | |
| -0.2061 | -1.72 |
Estimation Period:
Jan 2, 1990 to May 12, 2017
Jan 2, 1990 to May 12, 2017
News Impact Curve
Volatility Forecasts
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