Virgin America Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0075 | 5.03 | |
| 0.2647 | 4.79 | |
| 0.7732 | 97.55 | |
| -0.0759 | -1.09 |
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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