Central European Media Enterprises Ltd MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.1004 | 15.29 | |
| 0.7263 | 37.42 | |
| 0.3328 | 10.85 | |
| 5.3921 | 0.36 | |
| 0.2927 | 0.35 | |
| 0.7073 | 0.83 |
Estimation Period:
Oct 13, 1994 to Oct 12, 2020
Oct 13, 1994 to Oct 12, 2020
News Impact Curve
Volatility Forecasts
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