Avianca Holdings SA Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5754 | 2.03 | |
| 0.1452 | 4.24 | |
| 0.8144 | 25.11 | |
| 1.0013 | 1.71 | |
| -2.1236 | -2.32 | |
| 1.8962 | 3.00 | |
| -0.8630 | -1.75 | |
| -0.0753 | -0.23 |
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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