Summit Materials Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2573 | 11.27 | |
| 0.0527 | 13.56 | |
| 0.8564 | 123.06 | |
| 0.1228 | 7.32 |
Estimation Period:
Mar 12, 2015 to Feb 7, 2025
Mar 12, 2015 to Feb 7, 2025
News Impact Curve
Volatility Forecasts
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