USG Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5980 | 5.24 | |
| 0.0723 | 9.24 | |
| 0.9222 | 94.86 | |
| 0.1331 | 1.62 | |
| -0.1629 | -1.24 | |
| -0.0317 | -0.37 | |
| 0.1539 | 2.19 | |
| -0.2666 | -3.95 | |
| 0.3001 | 5.40 |
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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