Veren Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0749 | 6.05 | |
| 0.0328 | 9.46 | |
| 0.9289 | 311.50 | |
| 0.0693 | 8.14 |
Estimation Period:
Sep 11, 2003 to May 9, 2025
Sep 11, 2003 to May 9, 2025
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equities