Sprague Resources LP GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2766 | 14.14 | |
| 0.0980 | 8.80 | |
| 0.8458 | 107.69 | |
| 0.0557 | 2.09 |
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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