Alexandria Portland Cement Co SAE Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3279 | 1.78 | |
| 0.3837 | 3.95 | |
| 0.5085 | 11.07 | |
| 1.3790 | 2.56 | |
| -1.7553 | -2.39 | |
| 0.3675 | 0.91 | |
| 0.4216 | 1.23 | |
| -1.1472 | -3.39 | |
| 1.1630 | 3.48 | |
| -0.5616 | -1.63 | |
| 0.3705 | 1.06 | |
| -0.4670 | -1.35 | |
| 0.7847 | 1.20 |
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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