HollyFrontier Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8232 | 3.59 | |
| 0.0596 | 6.66 | |
| 0.9128 | 84.13 | |
| 0.0613 | 1.11 | |
| -0.0432 | -0.48 | |
| -0.0742 | -1.07 | |
| 0.1035 | 2.06 | |
| -0.0987 | -3.16 | |
| 0.1027 | 3.51 | |
| -0.0746 | -3.40 |
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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