SandRidge Permian Trust Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8929 | 3.50 | |
| 0.2648 | 6.05 | |
| 0.6444 | 14.90 | |
| 0.2937 | 1.12 | |
| -0.1999 | -0.55 | |
| -0.4799 | -2.31 | |
| 0.8579 | 3.76 | |
| -0.6816 | -2.09 |
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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