SandRidge Permian Trust EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1669 | 15.65 | |
| 0.4157 | 27.65 | |
| 0.9293 | 202.90 | |
| -0.0310 | -2.66 |
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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