Cargojet Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0412 | 0.23 | |
| -0.1335 | -0.33 | |
| 0.9779 | 260.15 | |
| -0.0307 | -0.12 |
Estimation Period:
Apr 8, 2011 to Apr 18, 2019
Apr 8, 2011 to Apr 18, 2019
News Impact Curve
Volatility Forecasts
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