Chemtura Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1509 | 14.36 | |
| 0.0400 | 16.08 | |
| 0.8977 | 314.44 | |
| 0.1133 | 12.07 |
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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