Terra Nitrogen Co LP Asy. MEM Volatility Analysis
Inactive
Last recorded values (Monday, April 2nd, 2018):
1 Day
14.61%
1 Week
17.25%
1 Month
25.16%
Analysis last updated: Thursday, March 29, 2018 at 11:40 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1664 | 11.89 | |
| 0.1970 | 16.61 | |
| 0.8003 | 172.52 | |
| 0.0053 | 0.27 |
Estimation Period:
Apr 2, 1997 to Mar 29, 2018
Apr 2, 1997 to Mar 29, 2018
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