Alumetal Sa Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9650 | 2.90 | |
| 0.2556 | 2.68 | |
| 0.3669 | 2.33 | |
| 7.9209 | 0.47 | |
| -19.8882 | -0.80 | |
| 28.8360 | 2.10 | |
| -47.0411 | -4.42 | |
| 62.6197 | 5.25 | |
| -50.9290 | -3.45 | |
| 27.1522 | 1.69 | |
| -11.6647 | -1.12 |
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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