Venator Materials PLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4798 | 1.75 | |
| 0.1061 | 4.05 | |
| 0.8350 | 15.09 | |
| 6.6534 | 1.26 | |
| -8.5811 | -1.17 | |
| 1.9780 | 0.65 | |
| -0.8136 | -0.38 | |
| 0.8533 | 0.37 | |
| 0.7969 | 0.30 | |
| -2.6973 | -0.92 | |
| 6.8990 | 2.09 | |
| -10.6188 | -2.60 | |
| 7.1330 | 2.23 |
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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