Metrovacesa SA Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3441 | 3.36 | |
| 0.3715 | 3.53 | |
| 0.5204 | 7.65 | |
| -0.2698 | -3.19 | |
| 0.3569 | 2.61 | |
| -0.0697 | -0.60 | |
| -0.0971 | -0.74 | |
| 0.1326 | 1.29 | |
| 0.0445 | 0.47 | |
| -0.3980 | -3.27 |
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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