Cementos Portland Valderrivas SA Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4007 | 3.88 | |
| 0.1170 | 8.29 | |
| 0.8490 | 50.87 | |
| 0.1154 | 1.04 | |
| 0.0058 | 0.03 | |
| -0.3188 | -2.79 | |
| 0.4041 | 3.97 | |
| -0.3273 | -2.95 | |
| 0.2726 | 2.09 | |
| -0.4542 | -3.11 | |
| 0.4811 | 4.97 |
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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