Rohm and Haas Co AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0848 | 8.06 | |
| 0.0996 | 32.19 | |
| 0.8700 | 263.70 | |
| 0.7413 | 14.66 |
Estimation Period:
Jan 1, 1990 to Apr 1, 2009
Jan 1, 1990 to Apr 1, 2009
News Impact Curve
Volatility Forecasts
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