KEMET Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7865 | 4.16 | |
| 0.1212 | 6.98 | |
| 0.8354 | 40.52 | |
| -0.0105 | -0.14 | |
| -0.0066 | -0.06 | |
| -0.0314 | -0.48 | |
| 0.1483 | 1.75 | |
| -0.1443 | -1.34 | |
| -0.0075 | -0.08 | |
| 0.1793 | 2.49 | |
| -0.5838 | -5.66 |
Estimation Period:
Oct 21, 1992 to Jun 12, 2020
Oct 21, 1992 to Jun 12, 2020
News Impact Curve
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