Valspar Corp/The EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0268 | 10.88 | |
| 0.1232 | 27.70 | |
| 0.9761 | 630.16 | |
| -0.0429 | -10.59 |
Estimation Period:
Jan 2, 1990 to May 26, 2017
Jan 2, 1990 to May 26, 2017
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equities