ALJ Regional Holdings Inc/old Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8697 | 7.19 | |
| 0.2031 | 5.59 | |
| 0.6636 | 13.10 | |
| 0.1394 | 3.02 | |
| -0.2142 | -3.01 | |
| 0.0463 | 0.90 | |
| 0.0388 | 0.67 | |
| -0.0511 | -0.66 | |
| 0.1935 | 2.16 | |
| -0.3398 | -2.57 |
Estimation Period:
Apr 3, 1996 to Sep 9, 2022
Apr 3, 1996 to Sep 9, 2022
News Impact Curve
Volatility Forecasts
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