Rohm and Haas Co Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7401 | 9.94 | |
| 0.1798 | 5.34 | |
| 0.1751 | 2.17 | |
| -0.3108 | -2.98 | |
| 0.4542 | 2.67 | |
| -0.2190 | -1.79 | |
| 0.3482 | 3.41 | |
| -0.5654 | -5.69 | |
| 0.2656 | 3.09 | |
| 0.1157 | 1.38 | |
| -0.0321 | -0.29 | |
| 0.2152 | 1.02 |
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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