KEMET Corp EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0561 | 11.54 | |
| 0.1593 | 32.31 | |
| 0.9821 | 726.91 | |
| -0.0419 | -7.12 |
Estimation Period:
Oct 21, 1992 to Jun 12, 2020
Oct 21, 1992 to Jun 12, 2020
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equities