Cementos Portland Valderrivas SA AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0181 | 8.26 | |
| 0.0678 | 30.01 | |
| 0.9336 | 431.04 | |
| 0.1516 | 2.61 |
Estimation Period:
Aug 7, 1992 to Feb 10, 2017
Aug 7, 1992 to Feb 10, 2017
News Impact Curve
Volatility Forecasts
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