Abengoa SA EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0927 | 22.45 | |
| 0.2765 | 30.42 | |
| 0.9677 | 576.02 | |
| -0.0495 | -6.04 |
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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