GAGFAH SA Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8815 | 2.69 | |
| 0.1050 | 3.63 | |
| 0.7891 | 15.57 | |
| 0.4882 | 0.93 | |
| -1.3079 | -1.79 | |
| 1.5348 | 3.72 | |
| -1.3534 | -3.94 | |
| 1.0932 | 2.74 | |
| -0.5201 | -0.93 | |
| 0.0378 | 0.07 |
Estimation Period:
Oct 18, 2006 to Jun 30, 2017
Oct 18, 2006 to Jun 30, 2017
News Impact Curve
Volatility Forecasts
Other GAGFAH SA Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities