Chemtura Corp EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0241 | 10.95 | |
| 0.1147 | 31.85 | |
| 0.9934 | 1,443.88 | |
| -0.0678 | -16.22 |
Estimation Period:
Jan 2, 1990 to Apr 13, 2017
Jan 2, 1990 to Apr 13, 2017
News Impact Curve
Volatility Forecasts
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