Rentech Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3025 | 14.34 | |
| 0.0602 | 10.27 | |
| 0.9242 | 348.74 | |
| 0.0312 | 3.31 |
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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