SandRidge Permian Trust AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3916 | 14.30 | |
| 0.2670 | 21.18 | |
| 0.7200 | 74.07 | |
| 0.3478 | 5.37 |
Estimation Period:
Aug 11, 2011 to Feb 19, 2021
Aug 11, 2011 to Feb 19, 2021
News Impact Curve
Volatility Forecasts
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