Avianca Holdings SA GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1070 | 5.79 | |
| 0.0485 | 8.02 | |
| 0.9164 | 161.43 | |
| 0.0701 | 5.63 |
Estimation Period:
Nov 6, 2013 to Dec 10, 2021
Nov 6, 2013 to Dec 10, 2021
News Impact Curve
Volatility Forecasts
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