Avianca Holdings SA Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5203 | 2.84 | |
| 0.1592 | 3.54 | |
| 0.6696 | 10.12 | |
| 1.9366 | 1.38 | |
| -1.7036 | -0.82 | |
| -1.6390 | -1.00 | |
| 1.3667 | 0.79 | |
| 0.9768 | 0.59 | |
| -1.0425 | -0.80 | |
| 1.1885 | 0.86 | |
| -4.3597 | -2.10 | |
| 10.1796 | 4.01 |
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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