WR Grace & Co AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0123 | -80.72 | |
| 0.1160 | 3.39 | |
| 0.9100 | 33.32 | |
| 0.3414 | 8.77 |
Estimation Period:
Jan 2, 1990 to Sep 21, 2021
Jan 2, 1990 to Sep 21, 2021
News Impact Curve
Volatility Forecasts
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