Mundys SpA EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0360 | 13.56 | |
| 0.2215 | 29.77 | |
| 0.9772 | 707.12 | |
| -0.0704 | -10.42 |
Estimation Period:
Oct 14, 1998 to Dec 9, 2022
Oct 14, 1998 to Dec 9, 2022
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities