KEMET Corp MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1812 | 19.53 | |
| 0.4595 | 28.56 | |
| 0.0426 | 3.19 | |
| 0.1454 | 2.08 | |
| 0.0532 | 3.26 | |
| 0.9375 | 46.42 |
Estimation Period:
Oct 21, 1992 to Jun 12, 2020
Oct 21, 1992 to Jun 12, 2020
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on Equities