Rentech Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3198 | 3.90 | |
| 0.1047 | 5.89 | |
| 0.8301 | 32.19 | |
| -0.0818 | -1.58 | |
| 0.0239 | 0.32 | |
| 0.0380 | 0.67 | |
| 0.1115 | 1.71 | |
| -0.2000 | -2.84 | |
| 0.2003 | 3.06 | |
| 0.0457 | 0.45 |
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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