Alpha Appalachia Holdings LLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6493 | 6.34 | |
| 0.0733 | 6.51 | |
| 0.8734 | 42.83 | |
| -0.2268 | -1.43 | |
| 0.3264 | 1.33 | |
| 0.0021 | 0.01 | |
| -0.2242 | -0.75 | |
| 0.2829 | 0.84 | |
| -0.3642 | -1.38 | |
| 0.1749 | 0.93 | |
| 0.3389 | 2.01 | |
| -0.6345 | -3.70 | |
| 0.4367 | 3.79 |
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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