Trecora LLC MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0792 | 24.10 | |
| 0.8116 | 181.76 | |
| 0.0983 | 15.88 | |
| 0.7471 | 10.81 | |
| 0.9712 | 58.76 | |
| 0.0288 | 2.06 |
Estimation Period:
Jan 2, 1990 to Jun 17, 2022
Jan 2, 1990 to Jun 17, 2022
News Impact Curve
Volatility Forecasts
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