Banco Compartamos SA de CV Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7908 | 4.96 | |
| 0.0604 | 2.11 | |
| 0.6890 | 3.30 | |
| -1.9963 | -1.33 | |
| 4.0864 | 1.97 | |
| -4.8411 | -3.70 | |
| 4.1509 | 3.16 | |
| -1.4087 | -0.91 | |
| 3.4895 | 1.34 |
Estimation Period:
Apr 20, 2007 to Nov 15, 2011
Apr 20, 2007 to Nov 15, 2011
News Impact Curve
Volatility Forecasts
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