Merchants Bancshares Inc/VT Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5576 | 6.96 | |
| 0.1286 | 8.59 | |
| 0.8156 | 38.02 | |
| -0.1120 | -3.58 | |
| 0.0984 | 1.99 | |
| 0.1083 | 2.28 | |
| -0.1722 | -3.29 | |
| 0.1733 | 3.35 | |
| -0.2169 | -4.68 | |
| 0.3820 | 4.75 |
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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