Enel Generacion Chile SA AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0659 | 13.27 | |
| 0.0850 | 35.03 | |
| 0.8901 | 345.69 | |
| 0.5959 | 17.83 |
Estimation Period:
Jul 27, 1994 to Dec 4, 2020
Jul 27, 1994 to Dec 4, 2020
News Impact Curve
Volatility Forecasts
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