Sprague Resources LP EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0935 | 10.56 | |
| 0.2271 | 23.19 | |
| 0.9605 | 266.21 | |
| -0.0472 | -5.43 |
Estimation Period:
Oct 25, 2013 to Aug 26, 2022
Oct 25, 2013 to Aug 26, 2022
News Impact Curve
Volatility Forecasts
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