Sovos Brands Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0198 | 3.05 | |
| 0.0000 | 0.00 | |
| 0.8160 | 0.42 | |
| -0.9233 | -0.12 | |
| -3.6518 | -0.33 | |
| 8.2437 | 1.07 | |
| -5.5321 | -0.76 | |
| 8.2182 | 0.81 | |
| -36.8934 | -1.85 | |
| 80.8152 | 2.76 |
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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