Sovos Brands Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0123 | 0.60 | |
| 0.0905 | 4.33 | |
| 0.9994 | 162.76 | |
| -0.0905 | -3.88 |
Estimation Period:
Sep 23, 2021 to Mar 8, 2024
Sep 23, 2021 to Mar 8, 2024
News Impact Curve
Volatility Forecasts
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