HollyFrontier Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8664 | 4.72 | |
| 0.0571 | 6.14 | |
| 0.9187 | 90.13 | |
| 0.0644 | 2.92 | |
| -0.0964 | -2.94 | |
| 0.0379 | 1.84 | |
| -0.0102 | -0.52 | |
| 0.0307 | 1.25 |
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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