Agrium Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0243 | 10.19 | |
| 0.0178 | 12.63 | |
| 0.9625 | 773.73 | |
| 0.0306 | 10.27 |
Estimation Period:
May 5, 1995 to Dec 29, 2017
May 5, 1995 to Dec 29, 2017
News Impact Curve
Volatility Forecasts
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