Sprague Resources LP Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5610 | 3.12 | |
| 0.3113 | 5.62 | |
| 0.4674 | 6.95 | |
| -0.4191 | -0.37 | |
| -0.3124 | -0.20 | |
| 0.7593 | 0.80 | |
| -0.0232 | -0.02 | |
| 1.2909 | 1.21 | |
| -3.7001 | -2.76 | |
| 4.8279 | 2.82 | |
| -3.3877 | -2.02 | |
| -0.7896 | -0.41 |
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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