Corp Bank EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1588 | 23.23 | |
| 0.3049 | 42.79 | |
| 0.9285 | 284.57 | |
| 0.0115 | 1.71 |
Estimation Period:
Dec 5, 1997 to Mar 13, 2020
Dec 5, 1997 to Mar 13, 2020
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities