WestJet Airlines Ltd EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0181 | 10.34 | |
| 0.1134 | 27.17 | |
| 0.9940 | 1,165.33 | |
| -0.0460 | -15.99 |
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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