WestJet Airlines Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6782 | 3.60 | |
| 0.0935 | 4.00 | |
| 0.8779 | 58.66 | |
| 0.1070 | 1.10 | |
| -0.2339 | -1.54 | |
| 0.2437 | 1.96 | |
| -0.1835 | -1.55 | |
| 0.0834 | 0.62 | |
| 0.0293 | 0.19 | |
| -0.5579 | -2.65 |
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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