Virgin Australia Holdings Ltd EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0555 | 14.45 | |
| 0.1418 | 20.98 | |
| 0.9803 | 548.59 | |
| -0.0102 | -0.94 |
Estimation Period:
Dec 8, 2003 to Apr 9, 2020
Dec 8, 2003 to Apr 9, 2020
News Impact Curve
Volatility Forecasts
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