Aerojet Rocketdyne Holdings Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0232 | 7.51 | |
| 0.0930 | 20.09 | |
| 0.9924 | 1,033.74 | |
| -0.0302 | -9.11 |
Estimation Period:
Jan 2, 1990 to Jul 21, 2023
Jan 2, 1990 to Jul 21, 2023
News Impact Curve
Volatility Forecasts
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