Versum Materials Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7039 | 2.48 | |
| 0.0000 | 0.00 | |
| 0.9065 | 13.22 | |
| 10.1900 | 1.33 | |
| -13.3278 | -1.28 | |
| 8.4333 | 1.63 | |
| -11.3998 | -2.68 | |
| 12.1302 | 2.35 | |
| -4.7251 | -0.61 | |
| -30.2873 | -2.43 | |
| 73.9497 | 4.47 |
Estimation Period:
Sep 19, 2016 to Oct 4, 2019
Sep 19, 2016 to Oct 4, 2019
News Impact Curve
Volatility Forecasts
Other Versum Materials Inc Analyses
Other Spline-GARCH Analyses on Equities