Versum Materials Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0023 | 3.84 | |
| 0.0916 | 6.93 | |
| 0.8980 | 286.08 | |
| 0.0208 | 0.99 |
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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