Adveo Group International SA Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0890 | 3.06 | |
| 0.1236 | 8.06 | |
| 0.8348 | 41.15 | |
| -0.1003 | -0.79 | |
| 0.2053 | 1.11 | |
| -0.1588 | -1.23 | |
| -0.0219 | -0.19 | |
| 0.1779 | 1.65 | |
| -0.1017 | -0.99 | |
| 0.0040 | 0.04 | |
| -0.0628 | -0.46 | |
| 0.2024 | 1.30 | |
| -0.2549 | -1.92 |
Estimation Period:
Jan 1, 1990 to Nov 9, 2018
Jan 1, 1990 to Nov 9, 2018
News Impact Curve
Volatility Forecasts
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