SP Plus Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1610 | 11.76 | |
| 0.0629 | 11.72 | |
| 0.8723 | 138.57 | |
| 0.0775 | 9.28 |
Estimation Period:
May 27, 2004 to May 10, 2024
May 27, 2004 to May 10, 2024
News Impact Curve
Volatility Forecasts
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