Versum Materials Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5072 | 2.51 | |
| 0.0006 | 0.08 | |
| 0.9067 | 14.00 | |
| 3.2636 | 0.83 | |
| -1.1659 | -0.21 | |
| -6.0929 | -1.71 | |
| 12.8346 | 2.85 | |
| -26.5790 | -4.27 | |
| 28.7079 | 5.99 |
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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