Alpha Natural Resources Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1654 | 8.89 | |
| 0.0298 | 8.06 | |
| 0.9236 | 331.15 | |
| 0.0819 | 8.39 |
Estimation Period:
Feb 11, 2005 to Jul 27, 2016
Feb 11, 2005 to Jul 27, 2016
News Impact Curve
Volatility Forecasts
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