TravelCenters of America LLC GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 15.76 | |
| 0.2687 | 10.60 | |
| 0.4912 | 25.49 | |
| 0.0895 | 1.98 |
Estimation Period:
Feb 1, 2007 to May 12, 2023
Feb 1, 2007 to May 12, 2023
News Impact Curve
Volatility Forecasts
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