Fimalac AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0165 | 4.71 | |
| 0.0256 | 17.29 | |
| 0.9637 | 416.65 | |
| 1.0360 | 14.87 |
Estimation Period:
Jan 1, 1990 to Jun 30, 2017
Jan 1, 1990 to Jun 30, 2017
News Impact Curve
Volatility Forecasts
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