Aenza SAA EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0449 | 10.91 | |
| 0.1619 | 14.58 | |
| 0.9884 | 753.34 | |
| -0.0372 | -5.03 |
Estimation Period:
Jul 24, 2013 to Dec 1, 2023
Jul 24, 2013 to Dec 1, 2023
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Depositary Receipts