CMC Materials Inc MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0620 | 18.13 | |
| 0.8523 | 112.78 | |
| 0.0213 | 4.32 | |
| 0.0108 | 2.90 | |
| 0.0073 | 3.55 | |
| 0.9906 | 376.35 |
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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