Aerojet Rocketdyne Holdings Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9657 | 7.26 | |
| 0.1206 | 5.79 | |
| 0.8064 | 28.78 | |
| -0.0680 | -1.53 | |
| 0.1523 | 2.03 | |
| -0.1147 | -1.79 | |
| -0.0663 | -1.14 | |
| 0.2794 | 5.72 | |
| -0.3816 | -6.83 | |
| 0.3558 | 6.09 | |
| -0.2260 | -3.43 | |
| -0.1418 | -1.24 |
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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