Aerojet Rocketdyne Holdings Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0363 | 6.24 | |
| 0.1135 | 5.99 | |
| 0.8401 | 35.37 | |
| -0.0520 | -1.02 | |
| 0.1254 | 1.45 | |
| -0.0940 | -1.26 | |
| -0.0860 | -1.31 | |
| 0.2971 | 5.39 | |
| -0.4057 | -6.14 | |
| 0.4177 | 6.19 | |
| -0.3857 | -6.90 | |
| 0.2749 | 7.53 |
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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