CETIP SA - Mercados Organizados EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0220 | 5.11 | |
| 0.1487 | 22.16 | |
| 0.9860 | 525.00 | |
| -0.0539 | -6.74 |
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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