Corp Bank AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4400 | 20.96 | |
| 0.1722 | 35.03 | |
| 0.7863 | 140.83 | |
| -0.1033 | -2.06 |
Estimation Period:
Dec 5, 1997 to Mar 13, 2020
Dec 5, 1997 to Mar 13, 2020
News Impact Curve
Volatility Forecasts
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