Enel Generacion Chile SA EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0258 | 8.58 | |
| 0.1409 | 31.26 | |
| 0.9846 | 703.31 | |
| -0.0491 | -10.63 |
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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