V-Lab
Republic Airways Holdings Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, May 1st, 2017:332.20% (+11.44%)
Analysis last updated: Monday, March 1, 2021 at 06:31 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0576 | 1.86 | |
| 0.0000 | 0.00 | |
| 0.9763 | 410.89 | |
| 0.0474 | 12.76 |
Estimation Period:
May 27, 2004 to Apr 28, 2017
May 27, 2004 to Apr 28, 2017
News Impact Curve
Volatility Forecasts
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