Espirito Santo Financial Group S.A. EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0759 | 15.50 | |
| 0.4698 | 33.37 | |
| 0.9008 | 188.94 | |
| -0.1183 | -12.95 |
Estimation Period:
Jun 20, 2002 to Jul 10, 2014
Jun 20, 2002 to Jul 10, 2014
News Impact Curve
Volatility Forecasts
Other Espirito Santo Financial Group S.A. Analyses
Other EGARCH Analyses on International Equities