Abengoa SA EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3645 | 6.53 | |
| 0.3391 | 16.15 | |
| 0.8973 | 56.84 | |
| -0.0949 | -3.91 |
Estimation Period:
Oct 25, 2012 to Sep 23, 2022
Oct 25, 2012 to Sep 23, 2022
News Impact Curve
Volatility Forecasts
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