Terra Nitrogen Co LP EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1615 | 20.06 | |
| 0.3190 | 35.45 | |
| 0.9403 | 289.68 | |
| -0.0097 | -1.18 |
Estimation Period:
Apr 2, 1997 to Mar 29, 2018
Apr 2, 1997 to Mar 29, 2018
News Impact Curve
Volatility Forecasts
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