Aenza SAA AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0404 | 2.69 | |
| 0.0851 | 15.31 | |
| 0.9210 | 161.60 | |
| 0.4872 | 6.71 |
Estimation Period:
Jul 24, 2013 to Dec 1, 2023
Jul 24, 2013 to Dec 1, 2023
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Depositary Receipts