Metrovacesa SA AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5274 | 9.59 | |
| 0.3777 | 14.02 | |
| 0.6337 | 43.18 | |
| 0.2616 | 7.16 |
Estimation Period:
Jan 1, 1990 to May 22, 2013
Jan 1, 1990 to May 22, 2013
News Impact Curve
Volatility Forecasts
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