Cypress Environmental Partners LP Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4771 | 2.74 | |
| 0.1358 | 4.94 | |
| 0.7319 | 11.33 | |
| 1.1552 | 0.97 | |
| -2.5714 | -1.64 | |
| 1.6513 | 2.05 | |
| 0.3421 | 0.41 | |
| -1.4802 | -1.60 | |
| 2.4119 | 2.75 | |
| -3.2417 | -3.48 | |
| 5.3034 | 2.84 |
Estimation Period:
Jan 15, 2014 to May 6, 2022
Jan 15, 2014 to May 6, 2022
News Impact Curve
Volatility Forecasts
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