Rockwood Holdings Inc GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0494 | 8.77 | |
| 0.0630 | 23.86 | |
| 0.9311 | 345.23 |
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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