Sprague Resources LP Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5611 | 3.10 | |
| 0.3085 | 5.67 | |
| 0.4749 | 7.06 | |
| -0.4324 | -0.37 | |
| -0.2954 | -0.19 | |
| 0.7596 | 0.79 | |
| -0.0435 | -0.04 | |
| 1.3574 | 1.27 | |
| -3.9068 | -2.94 | |
| 5.3638 | 3.18 | |
| -4.5700 | -2.89 | |
| 2.2090 | 1.84 |
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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