CMC Materials Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1322 | 13.21 | |
| 0.0632 | 14.72 | |
| 0.9127 | 274.66 | |
| 0.0143 | 2.69 |
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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