CorePoint Lodging Inc. Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4604 | 2.70 | |
| 0.6636 | 4.97 | |
| 0.3309 | 2.50 | |
| -20.4196 | -1.20 | |
| 25.8376 | 1.02 | |
| -6.4165 | -0.44 | |
| -4.6495 | -0.23 | |
| 18.1218 | 0.70 | |
| -22.8900 | -1.18 | |
| 8.4870 | 0.57 | |
| 13.4774 | 1.02 | |
| -33.9000 | -2.52 | |
| 37.0947 | 3.40 |
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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