Rockwood Holdings Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0670 | 6.53 | |
| 0.2694 | 32.75 | |
| 0.9679 | 408.90 | |
| -0.1002 | -12.25 |
Estimation Period:
Aug 18, 2005 to Jan 9, 2015
Aug 18, 2005 to Jan 9, 2015
News Impact Curve
Volatility Forecasts
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