Comarch Sa Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9423 | 3.55 | |
| 0.3092 | 3.80 | |
| 0.3724 | 2.79 | |
| 0.0903 | 0.02 | |
| -1.3419 | -0.20 | |
| 1.5442 | 0.36 | |
| -1.0116 | -0.27 | |
| 3.0823 | 0.73 | |
| -3.2822 | -0.62 | |
| -9.4368 | -1.68 | |
| 37.0125 | 5.56 |
Estimation Period:
Mar 30, 2021 to Mar 21, 2025
Mar 30, 2021 to Mar 21, 2025
News Impact Curve
Volatility Forecasts
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