Alumetal Sa EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1819 | 8.88 | |
| 0.3451 | 19.03 | |
| 0.8805 | 86.48 | |
| -0.1188 | -5.65 |
Estimation Period:
Mar 3, 2021 to Aug 4, 2023
Mar 3, 2021 to Aug 4, 2023
News Impact Curve
Volatility Forecasts
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