Alon USA Energy Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3106 | 9.06 | |
| 0.0421 | 8.04 | |
| 0.9110 | 236.06 | |
| 0.0402 | 2.96 |
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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