Pope Resources a Delaware LP Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4341 | 2.97 | |
| 0.1398 | 8.83 | |
| 0.8008 | 39.95 | |
| -0.2202 | -2.99 | |
| 0.3167 | 3.09 | |
| -0.1931 | -3.76 | |
| 0.1696 | 4.65 | |
| -0.1265 | -3.20 | |
| 0.0443 | 0.85 | |
| 0.2788 | 1.87 |
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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