SandRidge Permian Trust MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.2202 | 16.04 | |
| 0.6074 | 48.77 | |
| 0.0674 | 3.54 | |
| 0.6005 | 3.63 | |
| 0.5309 | 4.26 | |
| 0.4328 | 3.04 |
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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