Aenza SAA GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0981 | 7.39 | |
| 0.0775 | 15.09 | |
| 0.9225 | 165.66 |
Estimation Period:
Jul 24, 2013 to Dec 1, 2023
Jul 24, 2013 to Dec 1, 2023
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Depositary Receipts