Alexandria Portland Cement Co SAE GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0159 | 16.73 | |
| 0.4183 | 9.42 | |
| 0.6463 | 52.95 | |
| -0.1823 | -3.34 |
Estimation Period:
Sep 30, 1996 to Jun 30, 2021
Sep 30, 1996 to Jun 30, 2021
News Impact Curve
Volatility Forecasts
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