Merchants Bancshares Inc/VT GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1086 | 6.52 | |
| 0.1226 | 20.33 | |
| 0.8727 | 154.84 | |
| -0.0115 | -1.21 |
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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