Alexandria Portland Cement Co SAE Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5609 | 1.63 | |
| 0.3489 | 3.67 | |
| 0.5739 | 8.76 | |
| 1.4016 | 2.37 | |
| -1.7686 | -2.19 | |
| 0.3455 | 0.78 | |
| 0.4312 | 1.15 | |
| -1.1105 | -3.03 | |
| 1.0888 | 3.05 | |
| -0.4802 | -1.31 | |
| 0.2333 | 0.63 | |
| -0.1494 | -0.46 | |
| -0.0647 | -0.26 |
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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