Sovos Brands Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9062 | 3.66 | |
| 0.0000 | 0.00 | |
| 0.9634 | 0.86 | |
| -7.2282 | -0.13 | |
| 6.2050 | 0.08 | |
| -0.8977 | -0.03 | |
| -3.1262 | -0.18 | |
| 21.0968 | 1.33 | |
| -36.8343 | -2.02 | |
| 52.5163 | 1.73 | |
| -86.0782 | -1.73 | |
| 82.1981 | 1.49 | |
| -22.0147 | -0.60 |
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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