SP Plus Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1164 | 3.05 | |
| 0.1262 | 3.81 | |
| 0.8144 | 27.79 | |
| 0.0326 | 0.45 | |
| -0.0905 | -0.93 | |
| 0.1100 | 1.56 | |
| -0.0842 | -1.05 | |
| 0.1190 | 1.41 | |
| -0.3517 | -3.23 |
Estimation Period:
May 27, 2004 to May 10, 2024
May 27, 2004 to May 10, 2024
News Impact Curve
Volatility Forecasts
Other SP Plus Corp Analyses
Other Spline-GARCH Analyses on Equities