Rentech Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1448 | 7.99 | |
| 0.2024 | 21.01 | |
| 0.9671 | 189.78 | |
| -0.0130 | -1.31 |
Estimation Period:
Apr 18, 1991 to Apr 13, 2018
Apr 18, 1991 to Apr 13, 2018
News Impact Curve
Volatility Forecasts
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