Westmoreland Coal Co GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0848 | 9.18 | |
| 0.0231 | 14.48 | |
| 0.9398 | 531.59 | |
| 0.0740 | 14.83 |
Estimation Period:
Jan 2, 1990 to Apr 3, 2020
Jan 2, 1990 to Apr 3, 2020
News Impact Curve
Volatility Forecasts
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