Corp Empresarial de Materiales de Construccion SA Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 38.7701 | 2.86 | |
| 0.6841 | 1,419.33 | |
| 0.3158 | 601.46 | |
| -0.0746 | -2.09 | |
| 0.0907 | 1.81 | |
| -0.0091 | -0.27 | |
| -0.0153 | -0.30 | |
| 0.0158 | 0.16 | |
| 0.1320 | 0.61 | |
| -15.7091 | -42.76 | |
| 30.9416 | 98.78 |
Estimation Period:
Jan 1, 1990 to Mar 25, 2022
Jan 1, 1990 to Mar 25, 2022
News Impact Curve
Volatility Forecasts
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