Terra Nitrogen Co LP EGARCH Volatility Analysis
Inactive
Last recorded values (Monday, April 2nd, 2018):
1 Day
11.05%
1 Week
13.64%
1 Month
25.54%
Analysis last updated: Monday, March 1, 2021 at 07:52 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter 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
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