Pope Resources a Delaware LP GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0181 | 7.20 | |
| 0.0424 | 10.74 | |
| 0.9612 | 439.32 | |
| -0.0080 | -1.58 |
Estimation Period:
Jan 1, 1990 to May 1, 2020
Jan 1, 1990 to May 1, 2020
News Impact Curve
Volatility Forecasts
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