Abengoa SA GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1761 | 17.61 | |
| 0.0813 | 12.28 | |
| 0.8745 | 237.71 | |
| 0.0801 | 6.57 |
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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