WR Grace & Co GJR-GARCH Volatility Analysis
Inactive
Last recorded values (Wednesday, September 22nd, 2021):
1 Day
13.25%
1 Week
14.21%
1 Month
17.54%
Analysis last updated: Tuesday, September 21, 2021 at 10:32 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter 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
Other GJR-GARCH Analyses on Equities