Terra Nitrogen Co LP GJR-GARCH Volatility Analysis
Inactive
Last recorded values (Monday, April 2nd, 2018):
1 Day
22.07%
1 Week
25.25%
1 Month
34.51%
Analysis last updated: Monday, March 1, 2021 at 06:29 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3278 | 15.46 | |
| 0.1491 | 13.32 | |
| 0.8287 | 149.35 | |
| 0.0183 | 1.01 |
Estimation Period:
Apr 2, 1997 to Mar 29, 2018
Apr 2, 1997 to Mar 29, 2018
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