Raytheon Co MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0296 | 12.28 | |
| 0.8450 | 134.85 | |
| 0.1064 | 22.27 | |
| 0.0093 | 2.54 | |
| 0.0401 | 5.36 | |
| 0.9564 | 107.31 |
Estimation Period:
Jan 1, 1990 to Apr 3, 2020
Jan 1, 1990 to Apr 3, 2020
News Impact Curve
Volatility Forecasts
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