Cia Hering MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0723 | 13.56 | |
| 0.8255 | 99.82 | |
| 0.0254 | 2.06 | |
| 0.0288 | 2.62 | |
| 0.0039 | 3.06 | |
| 0.9922 | 486.62 |
Estimation Period:
Oct 15, 1999 to Sep 17, 2021
Oct 15, 1999 to Sep 17, 2021
News Impact Curve
Volatility Forecasts
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