WR Grace & Co APARCH Volatility Analysis
Inactive
Last recorded values (Wednesday, September 22nd, 2021):
1 Day
13.19%
1 Week
14.12%
1 Month
17.43%
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 | |
|---|---|---|
| 0.0485 | 11.09 | |
| 0.0678 | 29.04 | |
| 0.9322 | 433.99 | |
| 0.2102 | 4.80 | |
| 1.6930 | 48.28 |
Estimation Period:
Jan 2, 1990 to Sep 17, 2021
Jan 2, 1990 to Sep 17, 2021
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