Air Transport Services Group Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9076 | 6.13 | |
| 0.1516 | 4.75 | |
| 0.4332 | 6.21 | |
| 0.1743 | 1.33 | |
| 0.2953 | 1.31 | |
| -1.0602 | -5.57 | |
| 0.8372 | 5.36 | |
| -0.3279 | -2.31 | |
| 0.1966 | 1.42 | |
| -0.1827 | -1.29 | |
| 0.1016 | 0.70 | |
| 0.0224 | 0.18 | |
| -0.1229 | -1.33 |
Estimation Period:
Jul 24, 2003 to Apr 4, 2025
Jul 24, 2003 to Apr 4, 2025
News Impact Curve
Volatility Forecasts
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