USG Corp EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0198 | 11.20 | |
| 0.1487 | 40.21 | |
| 0.9963 | 1,625.30 | |
| -0.0271 | -7.12 |
Estimation Period:
May 7, 1993 to Apr 18, 2019
May 7, 1993 to Apr 18, 2019
News Impact Curve
Volatility Forecasts
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