WestJet Airlines Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9650 | 3.48 | |
| 0.0958 | 5.82 | |
| 0.8890 | 101.48 | |
| 0.1698 | 0.93 | |
| -0.3582 | -1.13 | |
| 0.3270 | 1.13 | |
| -0.1783 | -0.64 | |
| 0.0113 | 0.04 | |
| 0.1264 | 0.50 | |
| -0.4347 | -1.87 | |
| 0.6114 | 4.14 |
Estimation Period:
Aug 2, 1999 to Dec 13, 2019
Aug 2, 1999 to Dec 13, 2019
News Impact Curve
Volatility Forecasts
Other WestJet Airlines Ltd Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities