Valspar Corp/The GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0358 | 8.82 | |
| 0.0623 | 31.23 | |
| 0.9226 | 313.08 |
Estimation Period:
Jan 2, 1990 to May 26, 2017
Jan 2, 1990 to May 26, 2017
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equities