Virgin America Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1580 | 2.97 | |
| 0.2467 | 2.47 | |
| 0.7496 | 9.41 | |
| -54.6217 | -0.47 | |
| 57.7856 | 0.27 | |
| 3.4877 | 0.03 | |
| -25.9764 | -0.59 | |
| 56.2835 | 1.26 | |
| -65.9838 | -1.13 | |
| -74.0055 | -0.52 | |
| 293.1678 | 1.27 | |
| -260.7509 | -1.54 |
Estimation Period:
Nov 14, 2014 to Dec 9, 2016
Nov 14, 2014 to Dec 9, 2016
News Impact Curve
Volatility Forecasts
Other Virgin America Inc Analyses
Other Zero Slope Spline-GARCH Analyses on Equities