V-Lab
WestJet Airlines Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 16th, 2019:9.52% (-0.03%)
Analysis last updated: Sunday, March 21, 2021 at 06:02 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0000 | 0.01 | |
| 0.9596 | 612.80 | |
| 0.0670 | 30.31 | |
| 0.0000 | 0.00 | |
| 0.0042 | 12.59 | |
| 0.9954 | 2197.44 |
Estimation Period:
Aug 2, 1999 to Dec 13, 2019
Aug 2, 1999 to Dec 13, 2019
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