Sanderson Farms Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0226 | 12.52 | |
| 0.0236 | 16.43 | |
| 0.9636 | 898.92 | |
| 0.0215 | 7.79 |
Estimation Period:
Jan 2, 1990 to Jul 15, 2022
Jan 2, 1990 to Jul 15, 2022
News Impact Curve
Volatility Forecasts
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