Sonic Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4207 | 6.82 | |
| 0.0844 | 6.14 | |
| 0.8145 | 25.96 | |
| 0.0467 | 1.16 | |
| -0.0217 | -0.35 | |
| -0.0669 | -1.48 | |
| 0.0325 | 0.77 | |
| 0.1015 | 2.33 | |
| -0.2072 | -4.98 | |
| 0.1816 | 4.29 | |
| -0.0810 | -2.52 |
Estimation Period:
Feb 28, 1991 to Nov 30, 2018
Feb 28, 1991 to Nov 30, 2018
News Impact Curve
Volatility Forecasts
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