Merchants Bancshares Inc/VT APARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1165 | 5.26 | |
| 0.1174 | 35.66 | |
| 0.8687 | 129.11 | |
| -0.0256 | -1.00 | |
| 2.0763 | 34.20 |
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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