Natra SA AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1763 | 11.84 | |
| 0.1362 | 42.74 | |
| 0.8541 | 322.78 | |
| 0.3570 | 5.51 |
Estimation Period:
Jul 6, 2000 to Aug 9, 2019
Jul 6, 2000 to Aug 9, 2019
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on International Equities