Corp Empresarial de Materiales de Construccion SA Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41.3498 | 413,498,300.00 | |
| 0.5890 | 5,890,470.00 | |
| 0.4109 | 4,108,600.00 | |
| -0.0337 | -337,060.00 | |
| 0.0617 | 616,950.00 | |
| -0.0670 | -669,860.00 | |
| 0.1904 | 1,903,840.00 | |
| -23.1876 | -231,875,800.00 |
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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