Aenza SAA Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5716 | 6.18 | |
| 0.2138 | 5.47 | |
| 0.4838 | 6.01 | |
| 0.6318 | 3.43 | |
| -1.1198 | -3.68 | |
| 0.6630 | 3.28 | |
| -0.1385 | -1.02 | |
| -0.1067 | -1.12 |
Estimation Period:
Jul 24, 2013 to Dec 1, 2023
Jul 24, 2013 to Dec 1, 2023
News Impact Curve
Volatility Forecasts
Other Zero Slope Spline-GARCH Analyses on Depositary Receipts