KEMET Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1728 | 14.14 | |
| 0.0378 | 16.77 | |
| 0.9294 | 374.02 | |
| 0.0446 | 8.95 |
Estimation Period:
Oct 21, 1992 to Jun 12, 2020
Oct 21, 1992 to Jun 12, 2020
News Impact Curve
Volatility Forecasts
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