Rohm and Haas Co Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7598 | 9.77 | |
| 0.1955 | 5.54 | |
| 0.2309 | 2.96 | |
| -0.2873 | -2.66 | |
| 0.4183 | 2.37 | |
| -0.2014 | -1.59 | |
| 0.3460 | 3.33 | |
| -0.5811 | -5.75 | |
| 0.3082 | 3.49 | |
| 0.0215 | 0.25 | |
| 0.1850 | 1.63 | |
| -0.3632 | -3.33 |
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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