Metrovacesa SA EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1681 | 25.97 | |
| 0.5971 | 27.05 | |
| 0.9281 | 273.70 | |
| -0.0914 | -5.08 |
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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