CMC Materials Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0250 | 11.54 | |
| 0.0916 | 15.67 | |
| 0.9901 | 1,394.54 | |
| -0.0173 | -4.92 |
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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