Alumetal Sa Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 9.8686 | 4.00 | |
| 0.6386 | 202.48 | |
| 0.3601 | 135.93 | |
| -1.3281 | -0.61 | |
| 1.2964 | 0.47 | |
| 0.6485 | 0.57 | |
| -1.5445 | -0.97 | |
| 1.2885 | 0.64 | |
| 0.2398 | 0.15 | |
| -1.5411 | -1.30 | |
| 3.0515 | 2.00 | |
| -37.8757 | -20.26 | |
| 69.7312 | 52.52 |
Estimation Period:
Jul 17, 2014 to Nov 24, 2023
Jul 17, 2014 to Nov 24, 2023
News Impact Curve
Volatility Forecasts
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