WestJet Airlines Ltd AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0211 | -2.97 | |
| 0.0401 | 28.24 | |
| 0.9503 | 555.06 | |
| 1.3182 | 17.30 |
Estimation Period:
Aug 2, 1999 to Dec 13, 2019
Aug 2, 1999 to Dec 13, 2019
News Impact Curve
Volatility Forecasts
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