Corp Bank MF2-GARCH Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1969 | 27.50 | |
| 0.7082 | 74.49 | |
| -0.0338 | -3.71 | |
| 0.0098 | 2.81 | |
| 0.0092 | 6.26 | |
| 0.9897 | 554.74 |
Estimation Period:
Dec 5, 1997 to Mar 19, 2020
Dec 5, 1997 to Mar 19, 2020
News Impact Curve
Volatility Forecasts
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