BEL SA AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5608 | 15.36 | |
| 0.1569 | 33.43 | |
| 0.7267 | 85.61 | |
| 0.2134 | 3.42 |
Estimation Period:
Jan 1, 1990 to Nov 19, 2021
Jan 1, 1990 to Nov 19, 2021
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on International Equities