Abengoa SA GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5351 | 4.57 | |
| 0.0931 | 8.92 | |
| 0.8208 | 97.73 | |
| 0.1723 | 4.15 |
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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