KEMET Corp AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2669 | 11.37 | |
| 0.0851 | 31.81 | |
| 0.8922 | 301.12 | |
| 0.8967 | 8.94 |
Estimation Period:
Oct 21, 1992 to Jun 12, 2020
Oct 21, 1992 to Jun 12, 2020
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Equities