Terra Nitrogen Co LP GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter 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
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equities