Terra Nitrogen Co LP GARCH Volatility Analysis
Inactive
Last recorded values (Monday, April 2nd, 2018):
1 Day
22.13%
1 Week
25.29%
1 Month
34.46%
Analysis last updated: Monday, March 1, 2021 at 06:46 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3275 | 15.50 | |
| 0.1567 | 28.52 | |
| 0.8297 | 152.44 |
Estimation Period:
Apr 2, 1997 to Mar 29, 2018
Apr 2, 1997 to Mar 29, 2018
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