CMC Materials Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3239 | 5.69 | |
| 0.0691 | 5.54 | |
| 0.8449 | 28.46 | |
| -0.0170 | -0.30 | |
| 0.0913 | 1.05 | |
| -0.1014 | -1.62 | |
| 0.0378 | 0.65 | |
| -0.0167 | -0.28 | |
| 0.1144 | 1.54 | |
| -0.3367 | -2.96 |
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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