Alpha Appalachia Holdings LLC EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0333 | 6.44 | |
| 0.1421 | 26.97 | |
| 0.9883 | 499.63 | |
| -0.0119 | -3.27 |
Estimation Period:
Jan 1, 1990 to Jun 1, 2011
Jan 1, 1990 to Jun 1, 2011
News Impact Curve
Volatility Forecasts
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