PBF Logistics LP GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0454 | 5.39 | |
| 0.0301 | 6.18 | |
| 0.9129 | 168.91 | |
| 0.1115 | 6.20 |
Estimation Period:
May 9, 2014 to Nov 25, 2022
May 9, 2014 to Nov 25, 2022
News Impact Curve
Volatility Forecasts
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