National Cement Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3819 | 9.13 | |
| 0.2167 | 10.12 | |
| 0.6147 | 16.75 | |
| 0.0099 | 0.53 | |
| 0.0257 | 0.88 | |
| -0.0759 | -2.89 | |
| 0.1013 | 2.88 |
Estimation Period:
Sep 30, 1996 to Feb 1, 2018
Sep 30, 1996 to Feb 1, 2018
News Impact Curve
Volatility Forecasts
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