Fairmount Santrol Holdings Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1457 | 2.63 | |
| 0.0179 | 3.74 | |
| 0.9548 | 293.07 | |
| 0.0407 | 3.82 |
Estimation Period:
Oct 3, 2014 to Jun 1, 2018
Oct 3, 2014 to Jun 1, 2018
News Impact Curve
Volatility Forecasts
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