Ciech Sa Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.3294 | 3.02 | |
| 0.7367 | 310.59 | |
| 0.2621 | 100.27 | |
| -0.2884 | -1.43 | |
| 0.1417 | 0.50 | |
| 0.3584 | 1.97 | |
| -0.4727 | -2.67 | |
| 0.3732 | 1.98 | |
| -0.0559 | -0.31 | |
| -0.0285 | -0.17 | |
| -0.0742 | -0.42 | |
| 0.1019 | 0.42 | |
| -31.5790 | -65.16 |
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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