Ultratech Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0692 | 9.59 | |
| 0.0255 | 15.15 | |
| 0.9597 | 561.22 | |
| 0.0193 | 5.31 |
Estimation Period:
Sep 29, 1993 to May 26, 2017
Sep 29, 1993 to May 26, 2017
News Impact Curve
Volatility Forecasts
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