Espirito Santo Financial Group S.A. GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0930 | 11.27 | |
| 0.3218 | 27.44 | |
| 0.6782 | 69.89 |
Estimation Period:
Jun 20, 2002 to Jul 10, 2014
Jun 20, 2002 to Jul 10, 2014
News Impact Curve
Volatility Forecasts
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