Valspar Corp/The AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0254 | 8.54 | |
| 0.0582 | 32.44 | |
| 0.9283 | 377.81 | |
| 0.3853 | 9.40 |
Estimation Period:
Jan 2, 1990 to May 26, 2017
Jan 2, 1990 to May 26, 2017
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Equities