HollyFrontier Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0248 | 10.89 | |
| 0.0223 | 10.79 | |
| 0.9613 | 363.56 | |
| 0.0283 | 9.94 |
Estimation Period:
Jan 1, 1990 to Mar 11, 2022
Jan 1, 1990 to Mar 11, 2022
News Impact Curve
Volatility Forecasts
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