Abengoa SA AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1562 | 13.69 | |
| 0.1216 | 30.76 | |
| 0.8708 | 247.19 | |
| 0.5158 | 10.22 |
Estimation Period:
Nov 29, 1996 to Jul 3, 2020
Nov 29, 1996 to Jul 3, 2020
News Impact Curve
Volatility Forecasts
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