Seapeak LLC GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0793 | 13.72 | |
| 0.0545 | 14.90 | |
| 0.8773 | 226.40 | |
| 0.1163 | 10.31 |
Estimation Period:
May 5, 2005 to Jan 7, 2022
May 5, 2005 to Jan 7, 2022
News Impact Curve
Volatility Forecasts
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