Latvijas Gaze Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5638 | 2.94 | |
| 0.2233 | 7.70 | |
| 0.6870 | 19.20 | |
| 0.0931 | 1.19 | |
| 0.1039 | 0.89 | |
| -0.4885 | -4.01 | |
| 0.3878 | 3.54 | |
| 0.0183 | 0.17 | |
| -0.2116 | -1.30 | |
| 0.0744 | 0.28 | |
| 0.3131 | 0.83 |
Estimation Period:
Aug 30, 2000 to Aug 16, 2024
Aug 30, 2000 to Aug 16, 2024
News Impact Curve
Volatility Forecasts
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