Aenza SAA MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.1439 | 10.61 | |
| 0.4291 | 10.60 | |
| 0.0689 | 3.44 | |
| 2.0421 | 0.76 | |
| 0.9423 | 0.84 | |
| 0.0300 | 0.03 |
Estimation Period:
Jul 24, 2013 to Dec 1, 2023
Jul 24, 2013 to Dec 1, 2023
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on Depositary Receipts