Fimalac GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0422 | 7.97 | |
| 0.0245 | 16.50 | |
| 0.9648 | 410.88 |
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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