Versum Materials Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0156 | 6.12 | |
| 0.1903 | 24.22 | |
| 0.9975 | 499.02 | |
| -0.0152 | -1.06 |
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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