Chemtura Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7137 | 4.10 | |
| 0.0923 | 8.36 | |
| 0.8860 | 66.25 | |
| -0.0117 | -0.28 | |
| 0.0641 | 1.05 | |
| -0.1253 | -2.47 | |
| 0.1304 | 1.93 | |
| -0.1267 | -1.50 | |
| -0.0293 | -0.27 |
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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