WR Grace & Co EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0331 | 7.95 | |
| 0.1761 | 30.32 | |
| 0.9931 | 1,002.13 | |
| -0.0224 | -5.71 |
Estimation Period:
Jan 2, 1990 to Sep 17, 2021
Jan 2, 1990 to Sep 17, 2021
News Impact Curve
Volatility Forecasts
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