WR Grace & Co MF2-GARCH Volatility Analysis
Inactive
Last recorded values (Wednesday, September 22nd, 2021):
1 Day
13.84%
1 Week
15.04%
1 Month
18.94%
Analysis last updated: Tuesday, September 21, 2021 at 10:32 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0713 | 13.40 | |
| 0.8993 | 264.89 | |
| 0.0502 | 5.17 | |
| 0.0350 | 8.65 | |
| 0.0076 | 9.24 | |
| 0.9914 | 939.73 |
Estimation Period:
Jan 2, 1990 to Sep 17, 2021
Jan 2, 1990 to Sep 17, 2021
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