CorePoint Lodging Inc. GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2761 | 7.52 | |
| 0.5742 | 5.01 | |
| 0.5492 | 13.51 | |
| -0.2469 | -2.03 |
Estimation Period:
May 31, 2018 to Feb 25, 2022
May 31, 2018 to Feb 25, 2022
News Impact Curve
Volatility Forecasts
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