Alumetal Sa Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9638 | 3.09 | |
| 0.2320 | 2.63 | |
| 0.2397 | 1.46 | |
| 8.4556 | 0.52 | |
| -19.7833 | -0.83 | |
| 27.4661 | 2.13 | |
| -45.8264 | -4.60 | |
| 62.5297 | 5.72 | |
| -54.7375 | -4.07 | |
| 42.6401 | 2.64 | |
| -62.7242 | -2.99 |
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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