Fairmount Santrol Holdings Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0286 | 4.27 | |
| 0.0000 | 0.00 | |
| 0.9927 | 1.00 | |
| -3.4373 | -0.04 | |
| 11.7453 | 0.26 | |
| -14.0647 | -0.48 | |
| 3.7385 | 0.41 | |
| 6.7905 | 1.60 | |
| -6.9200 | -1.64 | |
| -0.1878 | -0.05 | |
| 4.8145 | 2.03 |
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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