Alon USA Energy Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3675 | 6.24 | |
| 0.1016 | 5.50 | |
| 0.7975 | 20.83 | |
| 0.5717 | 3.29 | |
| -0.9346 | -3.35 | |
| 0.6523 | 3.40 | |
| -0.6032 | -4.00 | |
| 0.6651 | 4.10 | |
| -0.8060 | -3.51 |
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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