HollyFrontier Corp EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0229 | 15.11 | |
| 0.0935 | 12.32 | |
| 0.9908 | 1,440.07 | |
| -0.0243 | -8.67 |
Estimation Period:
Jan 1, 1990 to Mar 11, 2022
Jan 1, 1990 to Mar 11, 2022
News Impact Curve
Volatility Forecasts
Other HollyFrontier Corp Analyses
Other EGARCH Analyses on Equities