Alon USA Energy Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0385 | 9.92 | |
| 0.1048 | 21.88 | |
| 0.9855 | 740.40 | |
| -0.0140 | -3.74 |
Estimation Period:
Jul 28, 2005 to Jun 30, 2017
Jul 28, 2005 to Jun 30, 2017
News Impact Curve
Volatility Forecasts
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