WR Grace & Co GARCH Volatility Analysis
Inactive
Last recorded values (Wednesday, September 22nd, 2021):
1 Day
12.89%
1 Week
13.89%
1 Month
17.33%
Analysis last updated: Tuesday, September 21, 2021 at 10:31 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter 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
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