Virgin America Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0767 | 6.14 | |
| 0.5450 | 26.50 | |
| 0.9876 | 225.54 | |
| 0.0933 | 3.97 |
Estimation Period:
Nov 14, 2014 to Dec 9, 2016
Nov 14, 2014 to Dec 9, 2016
News Impact Curve
Volatility Forecasts
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