Central European Media Enterprises Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7838 | 0.72 | |
| 0.2426 | 3.73 | |
| 0.7461 | 18.99 | |
| 0.2811 | 3.08 | |
| -0.5833 | -4.16 | |
| 0.4699 | 5.15 | |
| -0.1412 | -1.75 | |
| -0.0500 | -0.76 | |
| -0.1489 | -1.47 | |
| 0.5316 | 2.26 |
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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