Versum Materials Inc AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0057 | 3.86 | |
| 0.3548 | 26.63 | |
| 0.7568 | 195.81 | |
| -0.0099 | -0.33 |
Estimation Period:
Sep 19, 2016 to Oct 4, 2019
Sep 19, 2016 to Oct 4, 2019
News Impact Curve
Volatility Forecasts
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