CMC Materials Inc AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2120 | 15.56 | |
| 0.1076 | 32.05 | |
| 0.8650 | 285.09 | |
| 0.4147 | 5.37 |
Estimation Period:
Apr 4, 2000 to Jul 1, 2022
Apr 4, 2000 to Jul 1, 2022
News Impact Curve
Volatility Forecasts
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