Alpha Appalachia Holdings LLC GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0713 | 5.04 | |
| 0.0464 | 9.97 | |
| 0.9401 | 338.88 | |
| 0.0138 | 1.31 |
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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