CMC Materials Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4976 | 6.80 | |
| 0.0725 | 6.01 | |
| 0.8483 | 30.28 | |
| 0.0359 | 1.36 | |
| -0.0120 | -0.30 | |
| -0.0458 | -1.50 | |
| 0.0740 | 2.58 | |
| -0.0845 | -3.49 |
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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