J Alexander's Holdings Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9740 | 2.22 | |
| 0.2867 | 7.19 | |
| 0.6694 | 22.84 | |
| -3.0081 | -1.10 | |
| 4.4674 | 1.15 | |
| -2.1238 | -0.94 | |
| 1.3668 | 0.70 | |
| -3.2410 | -1.52 | |
| 8.8392 | 4.35 | |
| -16.5610 | -8.08 | |
| 16.0386 | 10.11 |
Estimation Period:
Sep 25, 2015 to Sep 24, 2021
Sep 25, 2015 to Sep 24, 2021
News Impact Curve
Volatility Forecasts
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