Central European Media Enterprises Ltd EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1512 | 9.97 | |
| 0.3684 | 20.48 | |
| 0.9676 | 301.53 | |
| -0.0993 | -8.08 |
Estimation Period:
Oct 13, 1994 to Oct 9, 2020
Oct 13, 1994 to Oct 9, 2020
News Impact Curve
Volatility Forecasts
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