Agrium Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9387 | 7.00 | |
| 0.0721 | 5.53 | |
| 0.8276 | 22.75 | |
| 0.1901 | 2.18 | |
| -0.3004 | -2.17 | |
| 0.1121 | 1.10 | |
| 0.0565 | 0.67 | |
| -0.0149 | -0.19 | |
| -0.2137 | -2.58 | |
| 0.1978 | 2.27 | |
| 0.1088 | 1.41 | |
| -0.3626 | -2.93 |
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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