CCM SOR SA de CV GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1518 | 16.22 | |
| 0.0919 | 16.97 | |
| 0.8362 | 134.31 | |
| 0.1160 | 8.47 |
Estimation Period:
Sep 9, 1996 to Jul 8, 2016
Sep 9, 1996 to Jul 8, 2016
News Impact Curve
Volatility Forecasts
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