Cementos Portland Valderrivas SA EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0164 | 12.11 | |
| 0.0704 | 12.30 | |
| 0.9950 | 1,935.77 | |
| -0.0076 | -2.15 |
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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