Sanderson Farms Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1693 | 7.45 | |
| 0.1115 | 7.12 | |
| 0.7293 | 20.90 | |
| 0.0155 | 0.53 | |
| -0.0000 | -0.00 | |
| -0.0629 | -1.98 | |
| 0.1007 | 2.84 | |
| -0.1122 | -3.25 | |
| 0.1050 | 3.55 | |
| -0.0333 | -1.11 | |
| -0.1748 | -3.60 |
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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