Tivoly APARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2121 | 13.57 | |
| 0.0772 | 17.11 | |
| 0.8635 | 131.89 | |
| -0.0016 | -0.07 | |
| 1.7171 | 25.88 |
Estimation Period:
Jan 1, 1990 to Nov 19, 2021
Jan 1, 1990 to Nov 19, 2021
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on International Equities