Ciech Sa Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.3306 | 3.68 | |
| 0.6183 | 241.63 | |
| 0.3801 | 149.70 | |
| -0.3472 | -1.50 | |
| 0.2222 | 0.69 | |
| 0.3211 | 1.60 | |
| -0.4134 | -2.17 | |
| 0.2435 | 1.24 | |
| 0.1737 | 0.87 | |
| -0.4515 | -2.12 | |
| 0.9515 | 2.88 | |
| -9.3900 | -21.38 | |
| 16.7445 | 54.63 |
Estimation Period:
Feb 10, 2005 to Mar 1, 2024
Feb 10, 2005 to Mar 1, 2024
News Impact Curve
Volatility Forecasts
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