Arconic Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0984 | 2.12 | |
| 0.5028 | 2.85 | |
| 0.3871 | 5.67 | |
| -2.3123 | -0.18 | |
| 8.2624 | 0.42 | |
| -11.0517 | -0.74 | |
| 9.9233 | 0.82 | |
| -6.7588 | -0.63 | |
| 1.3488 | 0.12 | |
| 6.7538 | 0.53 | |
| -31.2211 | -2.52 | |
| 43.2136 | 5.62 |
Estimation Period:
Apr 2, 2020 to Aug 11, 2023
Apr 2, 2020 to Aug 11, 2023
News Impact Curve
Volatility Forecasts
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