SandRidge Permian Trust GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3851 | 17.23 | |
| 0.2275 | 12.03 | |
| 0.7338 | 77.61 | |
| 0.0556 | 2.16 |
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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