Enel Generacion Chile SA Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8945 | 9.01 | |
| 0.1233 | 8.59 | |
| 0.8170 | 42.90 | |
| -0.0088 | -3.41 | |
| 0.0257 | 4.99 |
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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