BUWOG AG EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0352 | 5.48 | |
| 0.2778 | 21.59 | |
| 0.9835 | 234.94 | |
| -0.1165 | -11.47 |
Estimation Period:
Apr 28, 2014 to Nov 16, 2018
Apr 28, 2014 to Nov 16, 2018
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities