WR Grace & Co GAS-GARCH Student T Volatility Analysis
Inactive
Last recorded values (Wednesday, September 22nd, 2021):
1 Day
2.01%
1 Week
2.16%
1 Month
2.65%
Analysis last updated: Thursday, March 26, 2026 at 06:22 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2128 | 7.39 | |
| 0.0704 | 117.69 | |
| 0.9990 | 5,808.14 | |
| 3.8363 | 164.85 |
Estimation Period:
Jan 2, 1990 to Sep 17, 2021
Jan 2, 1990 to Sep 17, 2021
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