WR Grace & Co GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0533 | 13.24 | |
| 0.0824 | 30.11 | |
| 0.9176 | 397.25 |
Estimation Period:
Jan 2, 1990 to Sep 17, 2021
Jan 2, 1990 to Sep 17, 2021
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equities