Alpha Appalachia Holdings LLC Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7724 | 8.69 | |
| 0.0722 | 5.90 | |
| 0.8584 | 31.22 | |
| 0.0136 | 0.30 | |
| 0.0314 | 0.46 | |
| -0.0364 | -0.85 | |
| -0.1116 | -2.08 | |
| 0.2767 | 4.82 | |
| -0.4913 | -6.82 |
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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