Holcim Ltd EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0842 | 2.89 | |
| 0.8542 | 13.25 | |
| 1.0000 | 49.99 | |
| 0.3005 | 7.50 |
Estimation Period:
Nov 14, 2022 to Jun 30, 2023
Nov 14, 2022 to Jun 30, 2023
News Impact Curve
Volatility Forecasts
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