Alexandria Portland Cement Co SAE MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.4431 | 18.32 | |
| 0.5700 | 31.77 | |
| -0.1754 | -5.12 | |
| 0.5192 | 4.83 | |
| 0.0324 | 2.98 | |
| 0.9439 | 61.22 |
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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