Aenza SAA Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5778 | 6.14 | |
| 0.2114 | 5.47 | |
| 0.5048 | 6.20 | |
| 0.6449 | 3.45 | |
| -1.1490 | -3.72 | |
| 0.7105 | 3.43 | |
| -0.2425 | -1.54 | |
| 0.1611 | 0.73 |
Estimation Period:
Jul 24, 2013 to Dec 1, 2023
Jul 24, 2013 to Dec 1, 2023
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on Depositary Receipts