Venator Materials PLC MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0559 | 5.06 | |
| 0.8746 | 65.14 | |
| 0.0475 | 2.95 | |
| 1.2360 | 0.60 | |
| 0.1400 | 0.59 | |
| 0.8439 | 3.10 |
Estimation Period:
Aug 3, 2017 to May 31, 2024
Aug 3, 2017 to May 31, 2024
News Impact Curve
Volatility Forecasts
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