WR Grace & Co Asy. MEM Volatility Analysis
Inactive
Last recorded values (Wednesday, September 22nd, 2021):
1 Day
6.22%
1 Week
7.26%
1 Month
10.43%
Analysis last updated: Tuesday, September 21, 2021 at 10:31 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0278 | 21.86 | |
| 0.1564 | 33.47 | |
| 0.8134 | 223.70 | |
| 0.0605 | 7.58 |
Estimation Period:
Jan 2, 1990 to Sep 17, 2021
Jan 2, 1990 to Sep 17, 2021
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