Terra Nitrogen Co LP GAS-GARCH Student T Volatility Analysis
Inactive
Last recorded values (Monday, April 2nd, 2018):
1 Day
14.38%
1 Week
17.48%
1 Month
25.95%
Analysis last updated: Thursday, March 26, 2026 at 05:59 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 19.5335 | 4.73 | |
| 0.1247 | 83.14 | |
| 0.9894 | 461.28 | |
| 3.1079 | 60.40 |
Estimation Period:
Apr 2, 1997 to Mar 29, 2018
Apr 2, 1997 to Mar 29, 2018
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