CETIP SA - Mercados Organizados Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1319 | 4.37 | |
| 0.0675 | 4.97 | |
| 0.8962 | 41.92 | |
| 0.0806 | 0.14 | |
| -0.2113 | -0.22 | |
| -0.2420 | -0.28 | |
| 1.4580 | 1.89 | |
| -2.4690 | -3.37 | |
| 2.1115 | 4.18 |
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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