Metrovacesa SA APARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7421 | 3.69 | |
| 0.2981 | 10.68 | |
| 0.6292 | 17.52 | |
| 0.1015 | 3.38 | |
| 2.4779 | 8.84 |
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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