Ferchem Misr Co For Fertilizer & Chemicals Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 10.8508 | 108,508,400.00 | |
| 0.2841 | 2,840,670.00 | |
| 0.7159 | 7,159,330.00 | |
| 80.0909 | 800,909,400.00 | |
| 52.8231 | 528,231,300.00 | |
| -27.8567 | -278,567,300.00 | |
| -91.4162 | -914,161,800.00 | |
| -107.3180 | -1,073,180,000.00 | |
| -120.3915 | -1,203,915,000.00 | |
| 375.0128 | 3,750,128,000.00 |
Estimation Period:
Jan 2, 2014 to Oct 18, 2021
Jan 2, 2014 to Oct 18, 2021
News Impact Curve
Volatility Forecasts
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