Rohm and Haas Co GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0815 | 10.22 | |
| 0.0231 | 8.93 | |
| 0.9087 | 300.31 | |
| 0.1092 | 14.83 |
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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