Chase Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3525 | 18.62 | |
| 0.1090 | 20.27 | |
| 0.8149 | 171.98 | |
| 0.0912 | 6.36 |
Estimation Period:
Jan 1, 1990 to Nov 10, 2023
Jan 1, 1990 to Nov 10, 2023
News Impact Curve
Volatility Forecasts
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