Alon USA Energy Inc GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2989 | 13.23 | |
| 0.0626 | 23.11 | |
| 0.9116 | 247.99 |
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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