Chemtura Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8222 | 3.13 | |
| 0.0943 | 9.32 | |
| 0.8940 | 74.85 | |
| -0.0454 | -0.51 | |
| 0.1269 | 0.81 | |
| -0.1478 | -0.93 | |
| 0.0682 | 0.46 | |
| 0.0478 | 0.44 | |
| -0.2334 | -3.25 | |
| 0.3254 | 7.25 |
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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