J Alexander's Holdings Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0273 | 3.46 | |
| 0.3026 | 5.90 | |
| 0.6095 | 15.01 | |
| -0.3127 | -0.44 | |
| 0.7124 | 0.66 | |
| -1.2270 | -1.85 | |
| 2.7141 | 5.09 | |
| -8.1504 | -10.20 |
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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