Venator Materials PLC Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2664 | 4.01 | |
| 0.1705 | 4.85 | |
| 0.5819 | 5.40 | |
| 1.0035 | 1.61 | |
| -1.8299 | -2.18 | |
| 0.8311 | 1.50 | |
| -0.0993 | -0.18 | |
| 1.9806 | 3.18 | |
| -6.7787 | -4.26 |
Estimation Period:
Aug 3, 2017 to May 31, 2024
Aug 3, 2017 to May 31, 2024
News Impact Curve
Volatility Forecasts
Other Venator Materials PLC Analyses
Other Spline-GARCH Analyses on Equities