Merchants Bancshares Inc/VT EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0411 | 6.73 | |
| 0.1596 | 34.83 | |
| 0.9866 | 402.35 | |
| -0.0113 | -2.50 |
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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