Egyptian Starch & Glucose Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7689 | 2.45 | |
| 0.4038 | 2.37 | |
| 0.4503 | 6.30 | |
| 0.4172 | 2.19 | |
| -0.7761 | -2.44 | |
| 0.5606 | 2.10 | |
| -0.2420 | -0.88 | |
| -0.1316 | -0.58 | |
| 0.4144 | 2.44 | |
| -0.4569 | -3.09 | |
| 0.3928 | 2.60 | |
| -0.2954 | -1.86 | |
| 0.1635 | 1.18 |
Estimation Period:
Sep 30, 1996 to Oct 18, 2021
Sep 30, 1996 to Oct 18, 2021
News Impact Curve
Volatility Forecasts
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