WR Grace & Co GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0524 | 6.52 | |
| 0.0563 | 15.77 | |
| 0.9238 | 387.50 | |
| 0.0398 | 8.03 |
Estimation Period:
Jan 2, 1990 to Sep 17, 2021
Jan 2, 1990 to Sep 17, 2021
News Impact Curve
Volatility Forecasts
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