CETIP SA - Mercados Organizados AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0143 | 3.85 | |
| 0.0974 | 35.08 | |
| 0.8962 | 350.48 | |
| 0.5016 | 11.65 |
Estimation Period:
Oct 28, 2009 to Mar 24, 2017
Oct 28, 2009 to Mar 24, 2017
News Impact Curve
Volatility Forecasts
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