Corp Ceramica SA Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0264 | 10,264,230.00 | |
| 0.2583 | 2,583,380.00 | |
| 0.7417 | 7,416,600.00 | |
| 22.3496 | 223,495,900.00 | |
| 23.9677 | 239,677,300.00 | |
| -11.0380 | -110,379,500.00 | |
| -75.7938 | -757,937,500.00 | |
| -138.6371 | -1,386,371,000.00 | |
| -65.4231 | -654,230,500.00 |
Estimation Period:
Mar 12, 1996 to Aug 2, 2019
Mar 12, 1996 to Aug 2, 2019
News Impact Curve
Volatility Forecasts
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