Cementos Portland Valderrivas SA GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0126 | 8.73 | |
| 0.0387 | 11.56 | |
| 0.9523 | 390.30 | |
| 0.0178 | 3.45 |
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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